quick_solve: Iterative one rank update for matrix inverse.
In gigg: Group Inverse-Gamma Gamma Shrinkage for Sparse Regression with Grouping Structure
Description
Usage
Arguments
Value
Description
An Rcpp function that computes the matrix inverse of XtX + D_pos.
Usage
1
quick_solve(XtX_inv, D_pos, vec_draw)
Arguments
XtX_inv
A precomputed (M x M) matrix inverse.
D_pos
A (M x 1) vector of the square root of the diagonal entries in the D matrix.
vec_draw
A (M x 1) vector drawn from a multivariate normal distribution.
Value
The solution to (XtX + D)*U = vec_draw.
gigg documentation built on March 9, 2021, 5:07 p.m.
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Description Usage Arguments Value
Description
An Rcpp function that computes the matrix inverse of XtX + D_pos.
Usage
1 | quick_solve(XtX_inv, D_pos, vec_draw)
|
Arguments
XtX_inv |
A precomputed (M x M) matrix inverse. |
D_pos |
A (M x 1) vector of the square root of the diagonal entries in the D matrix. |
vec_draw |
A (M x 1) vector drawn from a multivariate normal distribution. |
Value
The solution to (XtX + D)*U = vec_draw.
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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