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QR Intro.R
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library(pracma)
library(tidyverse)
A = matrix(c(3, 0, 4, -2, 3, 4, 3, 5, 4), ncol = 3, nrow = 3)
A
QR <- qr(A)
R = qr.R(QR)
R
Q = qr.Q(QR)
Q
Q %*% R
R2 = R[1:2,1:2]
C = R[1:2, 3]
betahat <- backsolve(R2, C)
betahat
# === example 2
setwd("C:/Users/ellen/Documents/UH/Fall 2020/Github Staging/EllenwTerry/Foundations")
mydata <- read.csv(file="Ex1LS.csv", header=TRUE, sep=",")
model <- lm( Y ~ X ,mydata)
model$coefficients
p <- ggplot(data = mydata, aes(x= X, y= Y)) + geom_point() + geom_smooth(method = 'lm', se = FALSE)
p
Y <- mydata$Y
X <- mydata$X
X <- as.matrix(cbind(1, X))
# or
#
X = model.matrix(Y ~ X, mydata)
A = cbind(X, Y)
QR <- qr(A)
R = qr.R(QR)
R2 = R[1:2,1:2]
R2
C = R[1:2, 3]
betahat <- backsolve(R2, C)
betahat
mydata2 = read.csv(file="C:/Users/ellen/Documents/UH/Fall 2020/Github Staging/EllenwTerry/Foundations/Ex1LS2.csv", header=TRUE, sep=",")
model2 = lm( Y ~ ., mydata2)
model2$coefficients
p <- ggplot(data = mydata2, aes(x= X2, y= Y)) + geom_point() + geom_smooth(method = 'lm', se = FALSE)
p
Y <- mydata2$Y
X2 <- select(mydata2, X1, X2)
X2 <- as.matrix(cbind(1, X2))
A = cbind(X2, Y)
QR <- qr(A)
R = qr.R(QR)
R2 = R[1:3,1:3]
R2
C = R[1:3, 4]
betahat <- backsolve(R2, C)
betahat
Q = qr.Q(QR)
R = qr.R(QR)
Q %*% R