Fast and simple linear model
fastLmPure(X, y, useDouble = FALSE)
X | a model matrix |
---|---|
y | a vector containing the explained variable |
useDouble | use float or double internally |
fastLmPure
returns a list with three components:
coefficients
a vector of coefficients
residuals
the residuals, that is response minus fitted values
fitted.values
the fitted mean values
stderr
a vector of the (estimated) standard errors of the coefficient estimates
df.residual
a scalar denoting the degrees of freedom in the model
intercept
a boolean denoting if a model with intercept was fitted
Single precision floats are used by default since not all devices support double precision.