update_product: update_product is the online update of a matrix product....

Description Usage Arguments Value

Description

update_product is the online update of a matrix product. NOTE: if you want to update the X'X matrix, part_a = x, part_b = t(x), where x = rx1 vector make sure the dimensions of the vectors of part_a and part_b match to compute the matrix product

Usage

1
update_product(old, part_a, part_b)

Arguments

old

The old (current) matrix.

part_a

A new observation, left or pre multiply part.

part_b

A new observation, right or post multiply part.

Value

The updated matrix product.


L-Ippel/SEMA documentation built on May 30, 2019, 8:23 a.m.