computeLinearModel {rotRPackage}R Documentation

Computes a linear model

Description

This ROT function, called from a LinearModelFactory, is given two samples and a confidence level, and is used to compute a linear model. It returns the parameter estimates, confidence intervals and p-values.

Usage

computeLinearModel(x, y, testLevel = 0.95)

Arguments

x A m-by-n matrix containing the explanatory variables.
y A n-by-1 vector containng the response variables.
testLevel the test level. (scalar in [0:1])

Value

A list is returned, containing :

parameterEstimate The estimated parameters (vector).
confidenceIntervalLow The parameters confidence interval lower bounds (vector).
confidenceIntervalHigh The parameters confidence interval lower bounds (vector).
pValues The parameters p-values.

Author(s)

Pierre-Matthieu Pair, Softia for EDF.

Examples

x <- matrix(runif(40), 10, 4)
r <- matrix(c(1,2,3,4), 4, 1)
y <- x 
computeLinearModel(x,y)

[Package rotRPackage version 1.4.3 Index]