frlr2 {fRLR}

Fit Repeated Linear Regressions with Two Variables

Description

Fit a set of linear regressions which differ only in two variables.

Usage

frlr2(R_X, R_idx1, R_idx2, R_Y, R_COV, num_threads = -1L)

Arguments

R_X

the observation matrix

R_idx1

the first identical feature

R_idx2

the second identical feature

R_Y

the response variable

R_COV

common variables

num_threads

number of threads for openmp. If it is -1 (default), it will use all possible threads.

Value

the fitting results for each regression.

Examples

set.seed(123)
X = matrix(rnorm(50), 10, 5)
Y = rnorm(10)
COV = matrix(rnorm(40), 10, 4)
idx1 = c(1, 2, 3, 4, 1, 1, 1, 2, 2, 3)
idx2 = c(2, 3, 4, 5, 3, 4, 5, 4, 5, 5)
frlr2(X, idx1, idx2, Y, COV)