scaled.condition: Scaled condition number

In fastmatrix: Fast Computation of some Matrices Useful in Statistics

Scaled condition number

Description

Compute the scaled condition number of a rectangular matrix.

Usage

scaled.condition(x, scales = FALSE)

Arguments

x	a numeric rectangular matrix.
scales	a logical value indicating whether the scaling factors that allow balancing the columns of x should be returned by the function.

Value

The columns of a rectangular matrix x are equilibrated (but not centered), then the scaled condition number is computed following the guidelines of Belsley (1990). If requested, the column scalings are returned as the attribute 'scales'.

References

Belsley, D.A. (1990). Conditioning Diagnostics: Collinearity and Weak Data in Regression. Wiley, New York.

Examples

x <- matrix(c(1, 1, 1,
              1, 2, 1,
              1, 3, 1,
              1, 1,-1,
              1, 2,-1,
              1, 3,-1), ncol = 3, byrow = TRUE)
scaled.condition(x)

fastmatrix documentation built on Oct. 12, 2023, 5:14 p.m.