[Rcpp-commits] r3070 - pkg/RcppEigen/src
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Wed Jun 15 00:58:15 CEST 2011
Author: dmbates
Date: 2011-06-15 00:58:15 +0200 (Wed, 15 Jun 2011)
New Revision: 3070
Modified:
pkg/RcppEigen/src/fastLm.cpp
Log:
Cosmetic fixes.
Modified: pkg/RcppEigen/src/fastLm.cpp
===================================================================
--- pkg/RcppEigen/src/fastLm.cpp 2011-06-14 22:52:13 UTC (rev 3069)
+++ pkg/RcppEigen/src/fastLm.cpp 2011-06-14 22:58:15 UTC (rev 3070)
@@ -95,7 +95,7 @@
throw std::invalid_argument("size mismatch");
MatrixXd A = Map<MatrixXd>(X.begin(), n, p); // shares storage
- VectorXd b = Map<VectorXd>(y.begin(), n);
+ VectorXd b = Map<VectorXd>(y.begin(), n);
HouseholderQR<MatrixXd> Aqr(A);
VectorXd coef = Aqr.solve(b);
@@ -132,7 +132,7 @@
MatrixXd A = Map<MatrixXd>(X.begin(), n, p); // shares storage
VectorXd b = Map<VectorXd>(y.begin(), n);
- LLT<MatrixXd> Ch(SelfAdjointView<MatrixXd, Lower>(MatrixXd::Zero(p, p)).rankUpdate(A.adjoint()));
+ LLT<MatrixXd> Ch(SelfAdjointView<MatrixXd, Lower>(MatrixXd::Zero(p, p)).rankUpdate(A.adjoint()));
VectorXd coef = Ch.solve(A.adjoint() * b);
double s = std::sqrt((b - A*coef).squaredNorm()/df);
@@ -168,7 +168,7 @@
double s2 = (b - A*coef).squaredNorm()/df;
ArrayXd se = (Ch.solve(MatrixXd::Identity(p, p)).diagonal().array() * s2).sqrt();
- NumericVector Rse(p);
+ NumericVector Rse(p); // should define a wrap method for ArrayXd, ArrayXXd, etc.
std::copy(se.data(), se.data() + p, Rse.begin());
return List::create(_["coefficients"] = coef,
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