Hi, all.
I want to write some functions like glm() so i studied it.
In glm.fit(), it calls a fortran subroutine named "dqrfit" to compute least
squares solutions
to the system
x * b = y
To learn how "dqrfit" works, I just follow how glm() calls "dqrfit" by my
own example, my codes are given below:
> qr <-
> matrix(c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14,2.3,1.7,1.3,1.7,1.7,1.6,1,1.7,1.7,1.7),ncol=2)
> qr
[,1] [,2]
[1,] 4.17 2.3
[2,] 5.58 1.7
[3,] 5.18 1.3
[4,] 6.11 1.7
[5,] 4.50 1.7
[6,] 4.61 1.6
[7,] 5.17 1.0
[8,] 4.53 1.7
[9,] 5.33 1.7
[10,] 5.14 1.7
> n=10
> p=2
> y <- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
> ny=1L
> tol=1e-07
> coefficients=double(p)
> residuals=double(n)
> effects=double(n)
> rank=integer(1L)
> pivot=1:n
> qraux=double(n)
> work=double(2*n)
>
>
>
> fittt<-.Fortran("dqrls", qr =qr, n = n,
+ p = p, y = y, ny = ny, tol = tol,
coefficients=coefficients,
+ residuals = residuals, effects = effects,
+ rank = rank, pivot = pivot, qraux = qraux,
+ work = work, PACKAGE = "base")
>
> fittt$coefficients
[1] 0 0
but when i use lm() which also calls "dqrls" internally to fit this model,
it gives reasonable result.
> lm(y~qr)
Call:
lm(formula = y ~ qr)
Coefficients:
(Intercept) qr1 qr2
11.1766 -0.8833 -1.2628
when I change the coefficients to be c(1,1), the output from "dqrls",
fittt$coefficients also equals to c(1,1). That means the .Fortran("dqrls",
qr=qr,n=n,p=p,...) did nothing to the coefficients! I don't know why, is
there anything I did wrong or missed? How can I get the result from "dqrls"
as what lm() or glm() gets from "dqrls"?
Thanks in advance. Best Regards.
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