coefComp {TSrepr}

Functions for linear regression model coefficients extraction

Description

The functions computes regression coefficients from a linear model.

Usage

lmCoef(X, Y)

rlmCoef(X, Y)

l1Coef(X, Y)

Arguments

X

the model (design) matrix of independent variables

Y

the vector of dependent variable (time series)

Value

The numeric vector of regression coefficients

Author(s)

Peter Laurinec, <[e-mail]>

See Also

lm, rlm, rq

Examples

design_matrix <- matrix(rnorm(10), ncol = 2)
lmCoef(design_matrix, rnorm(5))

rlmCoef(design_matrix, rnorm(5))

l1Coef(design_matrix, rnorm(5))