ols<-function(y,x){ data<-model.matrix(y ~ ., data = x) decomp <- svd(data) return(decomp$v %*% diag(1 / decomp$d) %*% t(decomp$u) %*% y) } set.seed(1) x <- rnorm(1000) y <- 4 * x + rnorm(1000, sd = .5) ols(y=y,x=matrix(x, ncol = 1))
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