R/hatfun.R

In mixreg: Functions to Fit Mixtures of Regressions

Defines functions hatfun

Documented in hatfun

hatfun <- function(x,g)
# Calculate the hat matrix.
{
	Q  <- x%*%solve(t(x)%*%(g*x))%*%t(g*x)
	1 + diag(t(Q)%*%Q - Q - t(Q))
}

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