simts: lm_dr – R documentation

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lm_dr

Linear Regression with Drift

Description

Perform a linear regression with drift.

Usage

lm_dr(x)

Arguments

`x`	A `vec` of length N x 1 containing the responses.

Value

A field<vec> with:

coef: Coefficients
resid: Residuals
sigma2: Sigma^2

simts

Time Series Analysis Tools

v0.1.1

AGPL-3 | file LICENSE

Authors

Stéphane Guerrier [aut, cre, cph], James Balamuta [aut, cph], Roberto Molinari [aut, cph], Justin Lee [aut], Yuming Zhang [aut], Wenchao Yang [ctb], Nathanael Claussen [ctb], Yunxiang Zhang [ctb], Christian Gunning [cph], Romain Francois [cph], Ross Ihaka [cph], R Core Team [cph]

Initial release

2019-07-21