/ResidBenchmarks

Benchmarking different ways to calculate residuals in R using a number of different packages.

Residual Benchmarking

This repository compiles some benchmarks for calculating residuals from a linear model in R. The main variables that are tested are:

  • The function and package used for calculating the residuals
  • The storage of the matrix: either dense or sparse
  • The shape of Y: either a vector or a matrix

In addition, a fast function for calculating residuals using the QR decomposition using Eigen is included.