ols function

Ordinary least squares.

Simple implementation of ordinary least squares that computes with sparse feature matrices.

ols(y, X, const = TRUE, w = NULL)

Arguments

• y: The outcome variable.
• X: The feature matrix.
• const: Boolean equal to TRUE if a constant should be included.
• w: A vector of weights for weighted least squares.

Returns

ols returns an object of S3 class ols. An object of class ols is a list containing the following components:

• coef: A vector with the regression coefficents.
• y, X, const, w: Pass-through of the user-provided arguments. See above.

Examples

ols_fit <- ols(rnorm(100), cbind(rnorm(100), rnorm(100)), const = TRUE)
ols_fit$coef

See Also

Other ml_wrapper: mdl_glmnet(), mdl_glm(), mdl_ranger(), mdl_xgboost()