Description Usage Arguments Value
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
1 | update_product(old, part_a, part_b)
|
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. |
The updated matrix product.
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