lm_arma {simts}R Documentation

MLR in Armadillo

Description

Perform Multiple Linear Regression using armadillo in C++

Usage

lm_arma(y, X)

Arguments

y

A vec of length N\times 1 containing the responses.

X

A mat with dimensions N \times p, which is the design matrix.

Value

A field<vec> with:

coef

Coefficients

resid

Residuals

sigma2

Sigma^2


[Package simts version 0.2.2 Index]