44 lines
1.3 KiB
R
44 lines
1.3 KiB
R
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library(Rcpp)
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cppFunction('
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NumericVector convolveCpp(NumericVector a, NumericVector b) {
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int na = a.size(), nb = b.size();
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int nab = na + nb - 1;
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NumericVector xab(nab);
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for (int i = 0; i < na; i++)
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for (int j = 0; j < nb; j++)
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xab[i + j] += a[i] * b[j];
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return xab;
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}
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')
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convolveCpp(c(1,2,3), matrix(3,3))
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cppFunction(depends='RcppArmadillo', code='
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List fastLm(NumericVector yr, NumericMatrix Xr) {
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int n = Xr.nrow(), k = Xr.ncol();
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arma::mat X(Xr.begin(), n, k, false); // reuses memory and avoids copy
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arma::colvec y(yr.begin(), yr.size(), false);
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arma::colvec coef = arma::solve(X, y); // fit model y ~ X
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arma::colvec resid = y - X*coef; // residuals
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double sig2 = arma::as_scalar( arma::trans(resid)*resid/(n-k) );
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// std.error of estimate
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arma::colvec stderrest = arma::sqrt(
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sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) );
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return List::create(Named("coefficients") = coef,
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Named("stderr") = stderrest
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);
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}
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')
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