Message-ID: <20811.15025.998866.390090@max.nulle.part>
Date: 2013-03-21T16:52:01Z
From: Dirk Eddelbuettel
Subject: [Rcpp-devel] [rcpp-devel] Rcpp Gallery Example fastLm vs R native lm
In-Reply-To: <CABdHhvE2fmcoGZmq3pFWUj4wTj+yPSn_BMXfBT3FoM7WNfE--A@mail.gmail.com>
On 21 March 2013 at 10:55, Hadley Wickham wrote:
| > 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?
|
| Hint:
|
| > coef(lm(y1 ~ x1 - 1, data = anscombe))
| x1
| 0.7968032
Also the Gallery article may not be the most exhaustive reference -- are you
aware that the packages
RcppArmadillo
RcppEigen
RcppGSL
all carry fastLm implementations with and with formula interface? Some of
these also have timing benchmark examples.
Another hint: If you care about speed, do NOT use the formula interface.
I have factored out the Arma version (from RcppArmadillo/src/fastLm.cpp and
the related R file) a few times.
Hope this help, Dirk
--
Dirk Eddelbuettel | edd at debian.org | http://dirk.eddelbuettel.com