frlr2 {fRLR} | R Documentation |
Fit a set of linear regressions which differ only in two variables.
frlr2(R_X, R_idx1, R_idx2, R_Y, R_COV)
R_X |
the observation matrix |
R_idx1 |
the first identical feature |
R_idx2 |
the second identical feature |
R_Y |
the response variable |
R_COV |
common variables |
the fitting results for each regression.
Lijun Wang
https://stats.hohoweiya.xyz//regression/2017/09/26/An-R-Package-Fit-Repeated-Linear-Regressions/
library(fRLR) set.seed(123) X = matrix(rnorm(50), 10, 5) Y = rnorm(10) COV = matrix(rnorm(40), 10, 4) idx1 = c(1, 2, 3, 4, 1, 1, 1, 2, 2, 3) idx2 = c(2, 3, 4, 5, 3, 4, 5, 4, 5, 5) frlr2(t(X), idx1, idx2, Y, t(COV))