[Rcpp-commits] r824 - pkg/RcppArmadillo/src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Mar 3 00:19:00 CET 2010
Author: edd
Date: 2010-03-03 00:18:59 +0100 (Wed, 03 Mar 2010)
New Revision: 824
Modified:
pkg/RcppArmadillo/src/RcppArmadillo.cpp
Log:
don't compute sig2 explicitly avoiding the as_scalar() issue post-0.9.0
Modified: pkg/RcppArmadillo/src/RcppArmadillo.cpp
===================================================================
--- pkg/RcppArmadillo/src/RcppArmadillo.cpp 2010-03-02 15:46:15 UTC (rev 823)
+++ pkg/RcppArmadillo/src/RcppArmadillo.cpp 2010-03-02 23:18:59 UTC (rev 824)
@@ -194,13 +194,13 @@
arma::colvec y(yr.begin(), yr.size());
- arma::colvec coef = solve(X, y); // fit model y ~ X
+ arma::colvec coef = solve(X, y); // fit model y ~ X
arma::colvec resid = y - X*coef;
- double sig2 = trans(resid)*resid/(n-k);
- arma::mat covmat = sig2 * arma::inv(arma::trans(X)*X);
- arma::colvec stderrest = sqrt(covmat.diag());
+ arma::mat covmat = trans(resid) * resid / (n-k) * arma::inv(arma::trans(X)*X);
+ arma::colvec stderrest = sqrt(covmat.diag());
+
Rcpp::Pairlist res(Rcpp::Named( "coef", coef),
Rcpp::Named( "stderr", stderrest));
return res;
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