Linear regression with Lapack's QR solver dqrls

This function implements linear regression using QR decomposition. Lapack fortran subroutine dqrls is called in C for this purpose.

linreg.qr(Y, X)

Arguments

Y

vector of outcome variable
X

matrix of covariates

Value

coefs vector of coefficients

Examples

linreg.qr(women$height,women$weight)
#> $coefs
#> [1] 25.7234557  0.2872492
#> 
#> $residuals
#>  [1] -0.75711680 -0.33161526 -0.19336294 -0.05511062  0.08314170  0.22139402
#>  [7]  0.35964634  0.49789866  0.34890175  0.48715407  0.33815716  0.18916026
#> [13]  0.04016335 -0.39608278 -0.83232892
#> 
#> $jpvt
#> [1] 0 0
#>