B2P: Function to Compute an Orthogonal Projection Matrix Based on...

Description Usage Arguments Details Value Author(s) See Also Examples

Description

Function to compute an orthogonal projection matrix based on an arbitrary matrix.

Usage

1
B2P(x)

Arguments

x

A matrix with p rows and k columns.

Details

The orthogonal projection matrix P corresponding to matrix x is defined as P=x (x^T x)^-1 x^T.

Value

The resulting orthogonal projection matrix.

Author(s)

Klaus Nordhausen

See Also

O2P

Examples

1
2
3
set.seed(1)
X <- matrix(rnorm(30),ncol=3)
P <- B2P(X)


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