fixDependence | R Documentation |
Identifies columns of a matrix X2
which are linearly
dependent on columns of a matrix X1
. Primarily of use in setting up
identifiability constraints for nested GAMs.
fixDependence(X1,X2,tol=.Machine$double.eps^.5,rank.def=0,strict=FALSE)
X1 |
A matrix. |
X2 |
A matrix, the columns of which may be partially linearly
dependent on the columns of |
tol |
The tolerance to use when assessing linear dependence. |
rank.def |
If the degree of rank deficiency in |
strict |
if |
The algorithm uses a simple approach based on QR decomposition: see Wood (2017, section 5.6.3) for details.
A vector of the columns of X2
which are linearly dependent on
columns of X1
(or which need to be deleted to acheive independence and full rank
if strict==FALSE
). NULL
if the two matrices are independent.
Simon N. Wood simon.wood@r-project.org
Wood S.N. (2017) Generalized Additive Models: An Introduction with R (2nd edition). Chapman and Hall/CRC Press.
library(mgcv)
n<-20;c1<-4;c2<-7
X1<-matrix(runif(n*c1),n,c1)
X2<-matrix(runif(n*c2),n,c2)
X2[,3]<-X1[,2]+X2[,4]*.1
X2[,5]<-X1[,1]*.2+X1[,2]*.04
fixDependence(X1,X2)
fixDependence(X1,X2,strict=TRUE)
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