View difference between Paste ID: eMM8yuWF and i2B1Eevn

 
 
 sourceCpp(code = '#include <Rcpp.h>
 using namespace Rcpp;
 
 // [[Rcpp::export]]
-int n = Xr.nrow(), k = Xr.ncol();
+DataFrame mypnorm(NumericVector x){
-arma::mat X(Xr.begin(), n, k, false);
+	int n = x.size();
-arma::colvec y(yr.begin(), yr.size(), false);
+	NumericVector y1(n), y2(n), y3(n);
-arma::colvec coef = arma::solve(X, y);
+
-arma::colvec resid = y - X*coef;
+	for (int i=0; i<n; i++){
-double sig2 = arma::as_scalar(arma::trans(resid)*resid/(n-
+		y1[i] = ::Rf_pnorm5(x[i], 0.0, 1.0, 1, 0);
-k));
+		y2[i] = R::pnorm(x[i], 0.0, 1.0, 1, 0);
-arma::colvec stderrest = arma::sqrt(
+	}
-sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) );
+	y3 = pnorm(x);
-return List::create(Named("coefficients") = coef,
+	return DataFrame::create(Named("R") = y1,
-Named("stderr") = stderrest);
+				 Named("Rf_") = y2,
 				 Named("sugar") = y3);
 }')
 mypnorm(runif(10, -3, 3))
 
 sourceCpp(code = '
 // [[Rcpp::depends(RcppArmadillo)]]
 #include <RcppArmadillo.h>
 using namespace Rcpp;
 // [[Rcpp::export]]
 
 List fastLm(NumericVector yr, NumericMatrix Xr) {
 	int n = Xr.nrow(), k = Xr.ncol();
 	arma::mat X(Xr.begin(), n, k, false);
-const Map<MatrixXd> X(as<Map<MatrixXd> >(Xr));
+	arma::colvec y(yr.begin(), yr.size(), false);
-const Map<VectorXd> y(as<Map<VectorXd> >(yr));
+	arma::colvec coef = arma::solve(X, y);
-int n = Xr.nrow(), k = Xr.ncol();
+	arma::colvec resid = y - X*coef;
-VectorXd coef = (X.transpose() * X).llt().solve(X.transpose() * y.col(0));
+	double sig2 = arma::as_scalar(arma::trans(resid)*resid/(n-k));
-VectorXd resid = y - X*coef;
+	arma::colvec stderrest = arma::sqrt(sig2 * arma::diagvec( arma::inv(arma::trans(X)*X)) );
-double sig2 = resid.squaredNorm() / (n - k);
+	return List::create(Named("coefficients") = coef,
-VectorXd stderrest = (sig2 * ((X.transpose() * X).inverse()).diagonal()).array().sqrt();
+                            Named("stderr") = stderrest);
-return List::create(Named("coefficients") = coef,
+
-Named("stderr") = stderrest);
+
 y = 0.5 + X %*% c(0.3, -0.7) + rnorm(100)
 fastLm(y, X)
 
 sourceCpp(code = '// [[Rcpp::depends(RcppEigen)]]
 #include <RcppEigen.h>
 using namespace Rcpp;
 using Eigen::Map;
 using Eigen::MatrixXd;
 using Eigen::VectorXd;
 // [[Rcpp::export]]
 
 List fastLm2(NumericVector yr, NumericMatrix Xr) {
 	const Map<MatrixXd> X(as<Map<MatrixXd> >(Xr));
 	const Map<VectorXd> y(as<Map<VectorXd> >(yr));
 	int n = Xr.nrow(), k = Xr.ncol();
 	VectorXd coef = (X.transpose() * X).llt().solve(X.transpose() * y.col(0));
 	VectorXd resid = y - X*coef;
 	double sig2 = resid.squaredNorm() / (n - k);
 	VectorXd stderrest = (sig2 * ((X.transpose() * X).inverse()).diagonal()).array().sqrt();
 	return List::create(Named("coefficients") = coef,
 			    Named("stderr") = stderrest);
 }')
 fastLm2(y, X)