SWP: Sweep Function

In ISR3: Iterative Sequential Regression

Description

SWP performs the sweep operator.

Usage

SWP(V, b)

Arguments

V	A symmetric matrix to be swept; this matrix cannot contain missing data or infinite values.
b	An array of integers or column names to sweep.

Details

This program applies the sweep operator as defined in (Dempster 1969).

Value

The swept matrix V. Sweeping will not occur if the column being swept has a zero-valued diagonal element.

References

Dempster, A.P. (1969). Elements of continuous multivariate analysis. Reading, MA: Addison-Wesley.

Examples

set.seed(100)
# generate a symmetric positive definite matrix
Sigma <- rWishart(1,4,diag(3))[,,1]
# sweep all the columns to produce the inverse
Sigma.inv <- SWP(Sigma,1:3)

Example output

ISR3 documentation built on May 1, 2019, 9:19 p.m.