[Rcpp-commits] r1274 - pkg/RcppArmadillo/src

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Tue May 18 19:16:10 CEST 2010


Author: dmbates
Date: 2010-05-18 19:16:10 +0200 (Tue, 18 May 2010)
New Revision: 1274

Modified:
   pkg/RcppArmadillo/src/fastLm.cpp
Log:
Change a couple of variable names and descriptions to be more accurate.


Modified: pkg/RcppArmadillo/src/fastLm.cpp
===================================================================
--- pkg/RcppArmadillo/src/fastLm.cpp	2010-05-18 17:08:40 UTC (rev 1273)
+++ pkg/RcppArmadillo/src/fastLm.cpp	2010-05-18 17:16:10 UTC (rev 1274)
@@ -32,16 +32,14 @@
 	arma::colvec y(yr.begin(), yr.size(), false);
 
 	arma::colvec coef = arma::solve(X, y);      	// fit model y ~ X
-	arma::colvec resid = y - X*coef; 		// residuals
+	arma::colvec res = y - X*coef;			// residuals
 
-	double sig2 = std::inner_product(resid.begin(), resid.end(),
-					 resid.begin(), double())/(n-k);
+	double s2 = std::inner_product(res.begin(), res.end(), res.begin(), double())/(n - k);
+							// std.errors of coefficients
+	arma::colvec stderr = arma::sqrt(s2 * arma::diagvec( arma::inv(arma::trans(X)*X) ));	
 
-							// std.error of estimate 
-	arma::colvec stderrest = arma::sqrt(sig2 * arma::diagvec( arma::inv(arma::trans(X)*X) ));	
-
 	return Rcpp::List::create(Rcpp::Named("coefficients") = coef,
-				  Rcpp::Named("stderr")       = stderrest,
+				  Rcpp::Named("stderr")       = stderr,
 				  Rcpp::Named("df")           = n - k
 				  );
 



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