root.matrix.crossprod: Root of X^TX
In appelmar/strucchange: Testing, Monitoring, and Dating Structural Changes: C++ Version
root.matrix.crossprod R Documentation
Root of X^TX
Description
Computes the root of the Gramian X^TX.
Usage
root.matrix.crossprod(X)
Arguments
X
a matrix
Value
a symmetric matrix V where V^2 equals X^TX
Examples
set.seed(1)
n <- 100
p <- 3
X <- matrix(rnorm(n*p),nrow=n, ncol=p)
test <- root.matrix.crossprod(X)
## control results
t(X) %*% X
test %*% test
appelmar/strucchange documentation built on Oct. 21, 2024, 5:46 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| root.matrix.crossprod | R Documentation |
Root of X^TX
Description
Computes the root of the Gramian X^TX.
Usage
root.matrix.crossprod(X)
Arguments
X |
a matrix |
Value
a symmetric matrix V where V^2 equals X^TX
Examples
set.seed(1)
n <- 100
p <- 3
X <- matrix(rnorm(n*p),nrow=n, ncol=p)
test <- root.matrix.crossprod(X)
## control results
t(X) %*% X
test %*% test
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.