build_XtX: Compute X'X
In dsp: Dynamic Shrinkage Process and Change Point Detection
View source: R/helper_functions.R
build_XtX R Documentation
Compute X'X
Description
Build the Tp x Tp matrix XtX using the Matrix() package
Usage
build_XtX(X)
Arguments
X
T x p matrix of predictors
Value
Block diagonal Tp x Tp Matrix (object) where each p x p block is tcrossprod(matrix(X[t,]))
Note
X'X is a one-time computing cost. Special cases may have more efficient computing options,
but the Matrix representation is important for efficient computations within the sampler.
dsp documentation built on Aug. 21, 2025, 5:29 p.m.
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View source: R/helper_functions.R
| build_XtX | R Documentation |
Compute X'X
Description
Build the Tp x Tp matrix XtX using the Matrix() package
Usage
build_XtX(X)
Arguments
X |
|
Value
Block diagonal Tp x Tp Matrix (object) where each p x p block is tcrossprod(matrix(X[t,]))
Note
X'X is a one-time computing cost. Special cases may have more efficient computing options, but the Matrix representation is important for efficient computations within the sampler.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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