Dave
From:
<cbe...@tajo.ucsd.edu>
To:
<r-de...@stat.math.ethz.ch>
Date:
04/27/2012 06:28 AM
Subject:
Re: [Rd] How does .Fortran "dqrls" work?
Sent by:
r-devel-boun...@r-project.org
yangleicq<yanglei...@126.com> writes:
Hi, all.
I want to write some functions like glm() so i studied it.
In glm.fit(), it calls a fortran subroutine named "dqrfit" to compute
least
squares solutions
to the system
x * b = y
To learn how "dqrfit" works, I just follow how glm() calls "dqrfit" by
my
own example, my codes are given below:
qr<-
matrix(c(4.17,5.58,5.18,6.11,4.50,4.61,5.17,4.53,5.33,5.14,2.3,1.7,1.3,1.7,1.7,1.6,1,1.7,1.7,1.7),ncol=2)
qr
[,1] [,2]
[1,] 4.17 2.3
[2,] 5.58 1.7
[3,] 5.18 1.3
[4,] 6.11 1.7
[5,] 4.50 1.7
[6,] 4.61 1.6
[7,] 5.17 1.0
[8,] 4.53 1.7
[9,] 5.33 1.7
[10,] 5.14 1.7
n=10
p=2
y<- c(4.81,4.17,4.41,3.59,5.87,3.83,6.03,4.89,4.32,4.69)
ny=1L
tol=1e-07
coefficients=double(p)
residuals=double(n)
effects=double(n)
rank=integer(1L)
pivot=1:n
qraux=double(n)
work=double(2*n)
fittt<-.Fortran("dqrls", qr =qr, n = n,
+ p = p, y = y, ny = ny, tol = tol,
coefficients=coefficients,
+ residuals = residuals, effects = effects,
+ rank = rank, pivot = pivot, qraux = qraux,
+ work = work, PACKAGE = "base")
fittt$coefficients
[1] 0 0
You have the args for .Fortran wrong. Try:
fargs<- structure(list("dqrls", qr = structure(c(1, 1, 1, 1, 1, 1, 1,
+ 1, 1, 1, 4.17, 5.58, 5.18, 6.11, 4.5, 4.61, 5.17, 4.53, 5.33,
+ 5.14, 2.3, 1.7, 1.3, 1.7, 1.7, 1.6, 1, 1.7, 1.7, 1.7), .Dim = c(10L,
+ 3L)), n = 10L, p = 3L, y = c(4.81, 4.17, 4.41, 3.59, 5.87, 3.83,
+ 6.03, 4.89, 4.32, 4.69), ny = 1L, tol = 1e-11, coefficients = c(0,
+ 0, 0), residuals = c(0, 0, 0, 0, 0, 0, 0, 0, 0, 0), effects = c(0,
+ 0, 0, 0, 0, 0, 0, 0, 0, 0), rank = 0L, pivot = 1:3, qraux = c(0,
+ 0, 0), work = c(0, 0, 0, 0, 0, 0), PACKAGE = "base"), .Names = c("",
+ "qr", "n", "p", "y", "ny", "tol", "coefficients", "residuals",
+ "effects", "rank", "pivot", "qraux", "work", "PACKAGE"))
do.call(.Fortran,fargs)$coef
[1] 11.176571 -0.883272 -1.262772
TIP: It often helps to use something like
debug(function.calling.Fortran)
and then step thru the function till the call you want to study is
invoked. Then inspect the inputs one-by-one and tinker with them and
recall the function or save them via
dput( list(...) , file="fargs" )
so you can later invoke the function as above.
HTH,
Chuck
but when i use lm() which also calls "dqrls" internally to fit this
model,
it gives reasonable result.
lm(y~qr)
Call:
lm(formula = y ~ qr)
Coefficients:
(Intercept) qr1 qr2
11.1766 -0.8833 -1.2628
when I change the coefficients to be c(1,1), the output from "dqrls",
fittt$coefficients also equals to c(1,1). That means the
.Fortran("dqrls",
qr=qr,n=n,p=p,...) did nothing to the coefficients! I don't know why, is
there anything I did wrong or missed? How can I get the result from
"dqrls"
as what lm() or glm() gets from "dqrls"?
Thanks in advance. Best Regards.
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