XtXinv: Obtain the inverse crossproduct of a matrix

Description Usage Arguments Value Examples

Description

Returns the pseudoinverse of the crossproduct. Use instead of solve(crossprod(X))

Usage

1
XtXinv(X, W = NULL, tol = 1e-09, method = c("dc", "std"))

Arguments

X

the matrix

W

a vector or diagonal matrix of weights

tol

tolerance

method

whether the divide and conquer ("dc") or standard ("std") algorithm should be used for the SVD.

Value

a matrix

Examples

1
XtXinv(X)

abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.