avaols

avaols provides a simple interface to efficiently estimate ordinary least squares models relating each column of a data frame to all the others. This situation corresponds to a (weighted) complete digraph Gaussian linear model with k nodes.

Installation

You can install the development version of avaols from GitHub with:

# install.packages("devtools")
devtools::install_github("bhvieira/avaols")

Example

This is a basic example which shows you how to estimate a linear model relating each column of a data frame to the others:

library(avaols)

X <- data.frame(matrix(rnorm(100), ncol = 5))
avaols(X)