Fsweep | R Documentation |

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.

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

`M` |
(matrix) matrix, representing the augmented matrix |

`asgn` |
(integer) vector, identifying columns in |

`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 |

`tol` |
(numeric) value used to check numerical equivalence to zero |

`Ncpu` |
(integer) number of cores to be used for parallel processing (not yet used) |

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

(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 |

Florian Dufey florian.dufey@roche.com

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

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