lm_dr {simts}R Documentation

Linear Regression with Drift

Description

Perform a linear regression with drift.

Usage

lm_dr(x)

Arguments

x

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

Value

A field<vec> with:

coef

Coefficients

resid

Residuals

sigma2

Sigma^2


[Package simts version 0.2.2 Index]