## S3 method for class 'default':
recresid(x, y, start = ncol(x) + 1, end = nrow(x),
tol = sqrt(.Machine$double.eps), ...)
## S3 method for class 'formula':
recresid(formula, data = list(), ...)
## S3 method for class 'lm':
recresid(x, data = list(), ...)
x
and a response variable y
,
or by a formula
or by a fitted object x
of class "lm"
.recresid
is
called from. Specifying data
might also be necessary when applying
recre
lm.fit
. In subsequent steps, the
updating formula provided by Brown, Durbin, Evans (1975) is employed.
To avoid numerical instabilities in the first steps (with typically
small sample sizes), the QR solution is computed for comparison.
When the relative difference between the two solutions falls below
tol
, only the updating formula is used in subsequent steps.efp
x <- rnorm(100) + rep(c(0, 2), each = 50)
rr <- recresid(x ~ 1)
plot(cumsum(rr), type = "l")
plot(efp(x ~ 1, type = "Rec-CUSUM"))
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