`ols.fit`

Fitter Functions for Linear Models

Description

This function is a switcher among various numerical fitting functions ( ols.fit.cg , ols.fit.chol , ols.fit.qr , ols.fit.svd and ols.fit.sweep ). The argument method does the switching: "qr" for ols.fit.qr , etc. This should usually not be used directly unless by experienced users.

ols.fit(x, y, method = "qr", tol = 1e-7, maxiter = 100)

Argument	Description
`x`	design matrix of dimension \(n\times q\) .
`y`	vector of observations of length \(n\) .
`method`	currently, methods `"cg"` , `"chol"` , `"qr"` (default), `"svd"` and `"sweep"` are supported.
`tol`	tolerance for the conjugate gradients ( `gc` ) method. Default is `tol = 1e-7` .
`maxiter`	The maximum number of iterations for the conjugate gradients ( `gc` ) method. Defaults to 100.

a list with components:

Value	Description
`coefficients`	a named vector of coefficients.
`residuals`	the residuals, that is response minus fitted values.
`fitted.values`	the fitted mean values.
`RSS`	the residual sum of squares.
`cov.unscaled`	a \(p \times p\) matrix of (unscaled) covariances of the \(\hat{\beta}_{j}\), \(j = 1,...,p\).

set.seed(151)
n <- 100
p <- 2
x <- matrix(rnorm(n * p), n, p) # no intercept!
y <- rnorm(n)
fm <- ols.fit(x = x, y = y, method = "chol")
fm