[Rcpp-commits] r2561 - in pkg/RcppGSL: . R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Sat Nov 27 19:56:48 CET 2010
Author: edd
Date: 2010-11-27 19:56:47 +0100 (Sat, 27 Nov 2010)
New Revision: 2561
Modified:
pkg/RcppGSL/ChangeLog
pkg/RcppGSL/R/fastLm.R
Log:
updated summary() to include R2 and adjR2
updated changelog for include/ changes as well
Modified: pkg/RcppGSL/ChangeLog
===================================================================
--- pkg/RcppGSL/ChangeLog 2010-11-27 18:16:12 UTC (rev 2560)
+++ pkg/RcppGSL/ChangeLog 2010-11-27 18:56:47 UTC (rev 2561)
@@ -1,3 +1,13 @@
+2010-11-27 Romain Francois <romain at r-enthusiasts.com>
+
+ * include/include/*h: Updated to satisfy some grumblings from g++
+
+2010-11-27 Dirk Eddelbuettel <edd at debian.org>
+
+ * R/fastLm.R: summary() now also computed R2 and adjR2
+
+ * inst/doc/RcppGSL/RcppGSL.Rnw: Adding some material to introcuction
+
2010-05-25 Romain Francois <romain at r-enthusiasts.com>
* inst/include/RcppGSLForward.h : add indexing operator, stl iterator
Modified: pkg/RcppGSL/R/fastLm.R
===================================================================
--- pkg/RcppGSL/R/fastLm.R 2010-11-27 18:16:12 UTC (rev 2560)
+++ pkg/RcppGSL/R/fastLm.R 2010-11-27 18:56:47 UTC (rev 2561)
@@ -59,8 +59,26 @@
t.value = tval,
p.value = 2*pt(-abs(tval), df=object$df))
+ # why do I need this here?
+ rownames(TAB) <- names(object$coefficients)
+ colnames(TAB) <- c("Estimate", "StdErr", "t.value", "p.value")
+
+ ## cf src/stats/R/lm.R and case with no weights and an intercept
+ f <- object$fitted.values
+ r <- object$residuals
+ mss <- sum((f - mean(f))^2)
+ rss <- sum(r^2)
+
+ r.squared <- mss/(mss + rss)
+ df.int <- 1 # case of intercept
+ n <- length(f)
+ rdf <- object$df
+ adj.r.squared <- 1 - (1 - r.squared) * ((n - df.int)/rdf)
+
res <- list(call=object$call,
- coefficients=TAB)
+ coefficients=TAB,
+ r.squared=r.squared,
+ adj.r.squared=adj.r.squared)
class(res) <- "summary.fastLm"
res
More information about the Rcpp-commits
mailing list