/avaols

The package provides a function for performing All-vs-All Ordinary Least Squares (AVAOLS) Regression using QR decomposition for efficient model fitting.

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avaols

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avaols provides a simple interface to efficiently estimate ordinary least squares models relating each column of a data frame to all the others. This situation corresponds to a (weighted) complete digraph Gaussian linear model with k nodes.

Installation

You can install the development version of avaols from GitHub with:

# install.packages("devtools")
devtools::install_github("bhvieira/avaols")

Example

This is a basic example which shows you how to estimate a linear model relating each column of a data frame to the others:

library(avaols)

X <- data.frame(matrix(rnorm(100), ncol = 5))
avaols(X)