| Title: | C++ Speedup Functions for strucchange Using the Armadillo Library |
|---|---|
| Description: | C++ speedup functions for srucchange using the Armadillo library. |
| Authors: | Marius Appel [aut] (ORCID: <https://orcid.org/0000-0001-5281-3896>), Achim Zeileis [ctb, cre] (ORCID: <https://orcid.org/0000-0003-0918-3766>) |
| Maintainer: | Achim Zeileis <[email protected]> |
| License: | GPL-2 | GPL-3 |
| Version: | 1.5-1.1 |
| Built: | 2026-10-01 12:31:17 UTC |
| Source: | https://codeberg.org/zeileis/strucchangeArmadillo |
Function for computing the recursive residuals (standardized one step prediction errors) of a linear regression model using the C++ Armadillo library.
recresid_cpp(x, y, start = ncol(x) + 1, end = nrow(x), tol = sqrt(.Machine$double.eps)/ncol(x), ...)recresid_cpp(x, y, start = ncol(x) + 1, end = nrow(x), tol = sqrt(.Machine$double.eps)/ncol(x), ...)
x, y
|
specification of the linear regression model
by a regressor matrix |
start, end
|
integer. Index of the first and last observation, respectively, for which recursive residuals should be computed. By default, the maximal range is selected. |
tol |
numeric. A relative tolerance for precision of recursive coefficient estimates, see details. |
... |
currently not used. |
See function recresid.
A vector containing the recursive residuals.
y <- rnorm(100) + rep(c(0, 2), each = 50) x <- matrix(1, nrow = 100, ncol = 1) rr <- recresid_cpp(x, y) print(rr)y <- rnorm(100) + rep(c(0, 2), each = 50) x <- matrix(1, nrow = 100, ncol = 1) rr <- recresid_cpp(x, y) print(rr)