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

[Smith, Dale]

Thanks. Should have noticed this myself.

Dale Smith, Ph.D.
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-----Original Message-----
From: Hadley Wickham [mailto:h.wickham at gmail.com] 
Sent: Thursday, March 21, 2013 11:55 AM
To: Smith, Dale
Cc: rcpp-devel at lists.r-forge.r-project.org
Subject: Re: [Rcpp-devel] [rcpp-devel] Rcpp Gallery Example fastLm vs R native lm

On Thu, Mar 21, 2013 at 10:44 AM, Smith, Dale <Dale.Smith at fiserv.com> wrote:
> 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]
>
> [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?

Hint:

> coef(lm(y1 ~ x1 - 1, data = anscombe))
       x1
0.7968032

Hadley

--
Chief Scientist, RStudio
http://had.co.nz/