[Rcpp-commits] r927 - in pkg/RcppArmadillo: inst src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Mar 20 13:56:34 CET 2010
Author: edd
Date: 2010-03-20 13:56:33 +0100 (Sat, 20 Mar 2010)
New Revision: 927
Modified:
pkg/RcppArmadillo/inst/ChangeLog
pkg/RcppArmadillo/src/fastLm.cpp
Log:
small fix for fastLm needed with Arma 0.8.2 -- maybe we should require 0.9.* or even 0.9.2 givem the bugreport by Davor?
Modified: pkg/RcppArmadillo/inst/ChangeLog
===================================================================
--- pkg/RcppArmadillo/inst/ChangeLog 2010-03-20 09:06:52 UTC (rev 926)
+++ pkg/RcppArmadillo/inst/ChangeLog 2010-03-20 12:56:33 UTC (rev 927)
@@ -1,7 +1,11 @@
+2010-03-20 Dirk Eddelbuettel <edd at max.nulle.part>
+
+ * src/fastLm.cpp: Small fix for Armadillo 0.8.2
+
2010-03-17 Romain Francois <romain at r-enthusiasts.com>
* src/fastLm.cpp: added some arma:: prefix
-
+
* src/RcppArmadillo.cpp: update examples to use make_list and showcase
various ways to use them : Named(.)=., _[.] = , Named( ., . )
Modified: pkg/RcppArmadillo/src/fastLm.cpp
===================================================================
--- pkg/RcppArmadillo/src/fastLm.cpp 2010-03-20 09:06:52 UTC (rev 926)
+++ pkg/RcppArmadillo/src/fastLm.cpp 2010-03-20 12:56:33 UTC (rev 927)
@@ -44,7 +44,12 @@
double sig2 = ( arma::trans(resid)*resid/(n-k) );
#endif
// std.error of estimate
+#if ARMA_VERSION_GE_090
arma::colvec stderrest = arma::sqrt( sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) );
+#else
+ arma::mat xtxinv = arma::inv(arma::trans(X)*X);
+ arma::colvec stderrest = arma::sqrt( sig2 * xtxinv.diag() );
+#endif
return Rcpp::List::create(
Rcpp::Named("coefficients") = coef,
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