CPS_Xplus_array: Compute the Moore penrose general inverse of a the X matrix...

In DanielBonnery/CompositeRegressionEstimation: X

Description

Compute the Moore penrose general inverse of a the X matrix for CPS, array version

Usage

CPS_Xplus_array(months, vars, rgs, alpha = 1/length(rgs[[1]]))

Arguments

months	a named list with one element, this element being a character string vector
vars	a named list with one element, this element being a character string vector
rgs	a named list with one element, this element being a character string vector
alpha	a numeric value

Value

an array.

Examples

X<-CPS_X_array(months=list(m=paste(200501:200504)),
            vars=list(y=c("e","u","n")),
            rgs=list(hrmis=paste(1:8)),1/2)
Xplus<-CPS_Xplus_array(months=list(m=paste(200501:200504)),
            vars=list(y=c("e","u","n")),
            rgs=list(hrmis=paste(1:8)),1/2)
arrayproduct::"%.%"(Xplus,X,
 I_A=list(c=integer(0),n=c("y2","m2"),p=c("y","hrmis","m")),
 I_B=list(c=integer(0),p=c("y","hrmis","m"),q=c("y2","m2")))       

DanielBonnery/CompositeRegressionEstimation documentation built on June 17, 2020, 12:16 p.m.