[Rcpp-devel] [rcpp-devel] Rcpp Gallery Example fastLm vs R native lm
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 na?ve 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/> -------------- next part -------------- An HTML attachment was scrubbed... URL: <http://lists.r-forge.r-project.org/pipermail/rcpp-devel/attachments/20130321/345c8b45/attachment.html>