build_XtX: Compute X'X
In drkowal/dsp: Dynamic Shrinkage Processes
build_XtX R Documentation
Compute X'X
Description
Build the Tp x Tp matrix XtX using the Matrix package
Usage
build_XtX(X)
Arguments
X
T x p matrix of predictors
Value
Block diagonal Tp x Tp Matrix (object) where each p x p block is tcrossprod(matrix(X[t,]))
Note
X'X is a one-time computing cost. Special cases may have more efficient computing options,
but the Matrix representation is important for efficient computations within the sampler.
drkowal/dsp documentation built on July 19, 2023, 11:42 a.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.
| build_XtX | R Documentation |
Compute X'X
Description
Build the Tp x Tp matrix XtX using the Matrix package
Usage
build_XtX(X)
Arguments
X |
|
Value
Block diagonal Tp x Tp Matrix (object) where each p x p block is tcrossprod(matrix(X[t,]))
Note
X'X is a one-time computing cost. Special cases may have more efficient computing options, but the Matrix representation is important for efficient computations within the sampler.
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.