EVOLUTION-MANAGER

Edit File: Depends.cpp

// [[Rcpp::depends(RcppArmadillo)]] #include <RcppArmadillo.h> using namespace Rcpp; // [[Rcpp::export]] List fastLm(NumericVector yr, NumericMatrix Xr) { int n = Xr.nrow(), k = Xr.ncol(); arma::mat X(Xr.begin(), n, k, false); // reuses memory and avoids extra copy arma::colvec y(yr.begin(), yr.size(), false); arma::colvec coef = arma::solve(X, y); // fit model y ~ X arma::colvec resid = y - X*coef; // residuals double sig2 = arma::as_scalar( arma::trans(resid)*resid/(n-k) ); // std.error of estimate arma::colvec stderrest = arma::sqrt( sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) ); return List::create(Named("coefficients") = coef, Named("stderr") = stderrest ); }