ensureSpecFullRank: Ensure that a regression specification is full rank

In be-green/quantspace: Quantile Regression via Quantile Spacing

Ensure that a regression specification is full rank

Description

Ensure that a regression specification is full rank

Usage

ensureSpecFullRank(spec_mat, col_names)

Arguments

spec_mat	An M by N regression specification matrix, where M > N.
col_names	Column names of the regression specification.

Details

Verifies if a regression specification is full-rank. If the input is rank-deficient, identifies and drops columns so that the remaining matrix is full-rank.

Value

A full-rank specification matrix. If the input is full-rank, returns the input unmodified. Otherwise, returns a matrix with a subset of the columns from the input.

be-green/quantspace documentation built on March 20, 2024, 5:30 p.m.