I have a question about the fastLm example in the Gallery
http://gallery.rcpp.org/articles/fast-linear-model-with-armadillo/. I put the
code directly into my package (after renaming it fastLmProto so I don't mask
the RcppArmadillo function by the same name). After building the package, I
wanted to compare results:
> require(datasets)
> coef(lm(y1 ~ x1, data = anscombe))
(Intercept) x1
3.0000909 0.5000909
> coef(fastLmProto(anscombe$y1, as.matrix(anscombe$x1)))
[,1]
[1,] 0.7968032
> coef(fastLm(anscombe$y1, as.matrix(anscombe$x1)))
[1] 1.208169
Should I expect the results to match? Why do fastLmProto and fastLm produce a
single fitted parameter (I would expect two)? Why are they different? Am I
doing something wrong here, or just being naïve in my assumptions?
I reviewed the RcppArmadillo documentation and the article
http://dirk.eddelbuettel.com/papers/RcppArmadillo.pdf but could not find
anything relevant.
Thanks,
Dale Smith, Ph.D.
Senior Financial Quantitative Analyst
Risk & Compliance
Fiserv
Office: 678-375-5315
www.fiserv.com <http://www.fiserv.com/>
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