reg {RegKink}

linear regression

Description

This is a function computing OLS estimates of linear model.

Usage

reg(X,y)

Arguments

y

A vector of response.

X

data matrix

Value

bols

The ols estimates of a linear regression model.

Examples

pt1 <- proc.time()
##Simulated data
set.seed(12345)
n=200
e = rnorm(n)
X = cbind(1,rnorm(n))
b0 =c(1,2)
y = X
obj <- reg(X,y)

proc.time() - pt1