Normal equation, closed-form OLS (morie.fn grnorm)

Rejects a collinear design by reciprocal condition number rather than by rank.

Usage

morie_geron_normal_equation_grnorm(X, y, add_intercept = FALSE, rcond = 1e-12)

Arguments

X, y

Design and targets.

add_intercept

Prepend a column of ones.

rcond

Minimum acceptable reciprocal condition number.

Value

List with theta, fitted, residuals, rss, condition_number.

Examples

morie_geron_normal_equation_grnorm(X = 5L, y = 5L)
#> $theta
#> [1] 1
#> 
#> $fitted
#> [1] 5
#> 
#> $residuals
#> [1] 0
#> 
#> $rss
#> [1] 0
#> 
#> $condition_number
#> [1] 1
#> 
#> $estimate
#> [1] 1
#> 
#> $n
#> [1] 1
#>