[Rcpp-devel] [rcpp-devel] Rcpp Gallery Example fastLm vs R native lm

Smith, Dale Dale.Smith at Fiserv.com
Thu Mar 21 16:44:04 CET 2013

I have a question about the fastLm example in the Gallery http://gallery.rcpp.org/articles/fast-linear-model-with-armadillo/. I put the code directly into my package (after renaming it fastLmProto so I don't mask the RcppArmadillo function by the same name). After building the package, I wanted to compare results:


> require(datasets)

> coef(lm(y1 ~ x1, data = anscombe))

(Intercept)          x1 

  3.0000909   0.5000909 

> coef(fastLmProto(anscombe$y1, as.matrix(anscombe$x1)))
[1,] 0.7968032
> coef(fastLm(anscombe$y1, as.matrix(anscombe$x1)))
[1] 1.208169


Should I expect the results to match? Why do fastLmProto and fastLm produce a single fitted parameter (I would expect two)? Why are they different? Am I doing something wrong here, or just being naïve in my assumptions?


I reviewed the RcppArmadillo documentation and the article http://dirk.eddelbuettel.com/papers/RcppArmadillo.pdf but could not find anything relevant.



Dale Smith, Ph.D.

Senior Financial Quantitative Analyst

Risk & Compliance


Office: 678-375-5315

www.fiserv.com <http://www.fiserv.com/> 


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