fastVDiag: Computing a quadratic matrix form in C++.

View source: R/RcppExports.R

fastVDiagR Documentation

Computing a quadratic matrix form in C++.

Description

Returns XdiagyXT.

Usage

fastVDiag(X, y)

Arguments

X

A symmetric, square matrix of dimension n by n

y

A vector of length n

Details

A fast implementation of XdiagyXT. This helps speed up the I-prior EM algorithm.


haziqj/iprior documentation built on April 4, 2024, 3:40 p.m.