rowBeta

Syntax

rowBeta(Y, X)

Please see Row-Based Functions for the parameters and calculation rules.

Details

Calculate the coefficient estimate of the ordinary-least-squares regression of Y on X by row and return a vector with the same number of rows of X.

Examples

$ m1=matrix([4.5 2.6 1.5, 1.5 4.8 5.9, 4.9 2.0 NULL])
$ m2=matrix(49.6 NULL 29.52, 50.32 51.29 26.23, NULL 74.97 23.75)
$ rowBeta(m1, m2)
[-4.1667,-0.1182, -1.3374]

$ m3=matrix(8 NULL 10, 8 NULL 4, 14 NULL NULL)
$ rowBeta(m3, m2)
[0, , 1.8237]

$ a= 110 112.3 44 98
$ b= 57.9 39 75 90
$ c= 55 64 37 78
$ x=array(DOUBLE[],0, 10).append!([a, b, c])
$ y=array(DOUBLE[],0, 10).append!([b, a, c])
$ rowBeta(x, y)
[0.6783, 1 , -0.3202, 1]

Related function: beta