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:
coefficientsa vector of coefficients
residualsthe residuals, that is response minus fitted values
fitted.valuesthe fitted mean values
stderra vector of the (estimated) standard errors of the coefficient estimates
df.residuala scalar denoting the degrees of freedom in the model
intercepta boolean denoting if a model with intercept was fitted
Single precision floats are used by default since not all devices support double precision.