anm.fit {anm}R Documentation

Support function for anm

Description

Basic computing engine called by anm to implement the analog method. This should usually not be used directly.

Usage

anm.fit(x, y, tol = 1e-07, ...)

Arguments

x design matrix of dimension n * p.
y vector of observations of length n.
tol if equal to 1, information is printed during the running of step.
cross.valid tolerance for the qr decomposition. Default is 1e-7.
... currently disregarded.

Value

A list with components

coefficients vector containing the highest value among observations and the values of the predictors at this date.
residuals n vector.
fitted.values n vector.
effects n vector.
rank integer, giving the rank.
df.residual degrees of freedom of residuals.
qr the QR decomposition, see qr.

Author(s)

Alexandra Imbert

References

URL http://www.R-project.org/

See Also

anm, predict.anm


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