olsqr
==============================================
Purpose
----------------
Computes OLS coefficients using QR decomposition.
Format
----------------
.. function:: b = olsqr(depvar, indepvars)
:param depvar: dependent variable
:type depvar: Nx1 vector
:param indepvars: independent variables
:type indepvars: NxP matrix
:return b: least squares estimates of
regression of *depvar* on *indepvars*. If *depvar* does not have full
rank, then the coefficients that cannot be
estimated will be zero.
:rtype b: Px1 vector
Examples
----------------
::
// Random matrices
x = rndn(4, 4);
y = rndn(4, 1);
// Solve OLS coefficient using QR decomposition
b = olsqr(y, x);
Remarks
-------
This provides an alternative to :math:`y/x` for computing least squares
coefficients.
This procedure is slower than the ``/`` operator. However, for near singular
matrices it may produce better results.
The :func:`olsqr` procedure handles matrices that do not have full rank by returning zeros for
the coefficients that cannot be estimated.
.. seealso:: Functions :func:`ols`, :func:`olsqr2`, :func:`orth`, :func:`qqr`