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Fit linear mixed model using SVD of covariance

Source: R/fastlmm_R.R
fastlmm_R.Rd

Fit linear mixed model using SVD of covariance to scale to large sample sizes.

Usage

fastlmm_R(
  Y,
  X,
  U,
  s,
  weights = rep(1, nrow(X)),
  Xu = NULL,
  Yu = NULL,
  delta = NULL,
  sig_a_fixed = FALSE,
  rank = ncol(U)
)

Arguments

Y

response vector

X

matrix of covariates

U

principal components of covariance matrix

s

eigen values from of covariance matrix

weights

vector weights with value for each sample

Xu

pre-transformed X value

Yu

pre-transformed Y value

delta

ratio of variance components estimated using

sig_a_fixed

if FALSE, estimate sigSq_a from data

rank

number of of principal components used

Value

summary statistics for model fit, and hypothesis testing

Details

Fit a linear mixed model with a single variance component.