pinv: Moore-Penrose pseudo-inverse of a matrix

In evgam: Generalised Additive Extreme Value Models

Moore-Penrose pseudo-inverse of a matrix

Description

Moore-Penrose pseudo-inverse of a matrix

Usage

pinv(x, tol = -1)

ginv.evgam(x, tol = sqrt(.Machine$double.eps))

Arguments

x	a matrix
tol	a scalar

Details

This function is merely a wrapper for Armadillo's pinv function with its default settings, which, in particular uses the divide-and-conquer method. If tol isn't provided Armadillo's default for pinv is used. ginv.evgam mimics ginv using Armadillo's pinv.

Value

A matrix

References

http://arma.sourceforge.net/docs.html#pinv

See Also

ginv

evgam documentation built on June 28, 2022, 5:07 p.m.