Fsweep: Calling F90-implementation of the SWEEP-Operator

In VCA: Variance Component Analysis

Calling F90-implementation of the SWEEP-Operator

Description

Function calls a fast Fortran90-implementation of the SWEEP operator using the transpose of the original augmented matrix X'X (see getSSQsweep). In the sweeping step, also the C matrix, needed to obtain the variance estimates from the sum of squares and the Covariance matrix of the estimates are calculated.

Usage

Fsweep(M, asgn, thresh = 1e-10, tol = 1e-10, Ncpu = 1)

Arguments

M	(matrix) matrix, representing the augmented matrix X'X
asgn	(integer) vector, identifying columns in M corresponding to variables, respectively, to their coefficients
thresh	(numeric) value used to check whether the influence of the a coefficient to reducing the error sum of squares is small enough to conclude that the corresponding column in X'X is a linear combination of preceding columns
tol	(numeric) value used to check numerical equivalence to zero
Ncpu	(integer) number of cores to be used for parallel processing (not yet used)

Details

This is an utility-function not intended to be called directly.

Value

(list) with eight elements:

• SSQ(numeric) vector of ANOVA sum of squares

• LC(integer) vector indicating linear dependence of each column

• DF(integer) degrees of freedom

• C(double precision) Matrix relating the sums of squares to the variances

• Ci(double precision) inverse of matrix relating the sums of squares to the variances

• VC(double precision) variance

• SD(double precision) standard deviations

• Var(double precision) covariance matrix of the estimated variances

Author(s)

Florian Dufey [e-mail]

References

Goodnight, J.H. (1979), A Tutorial on the SWEEP Operator, The American Statistician, 33:3, 149-158

VCA documentation built on Sept. 7, 2022, 5:07 p.m.