xeex: XeeX Matrix Computation

View source: R/RcppExports.R

xeexR Documentation

XeeX Matrix Computation

Description

Given matrix ee' and matrix X, compute X(k)'ee'X(k) for each regressor X.

Usage

xeex(X, e, S)

Arguments

X

Regressor matrix.

e

Residuals.

S

Cluster sizes.

Value

The matrix product X(k)'ee'X(k).


penppml documentation built on Sept. 8, 2023, 5:58 p.m.