mpinv: Moore Penrose Inverse Function

Description Usage Arguments References

View source: R/utilities-covariance.R

Description

Moore Penrose Inverse Function

Usage

1
mpinv(X, tol = sqrt(.Machine$double.eps))

Arguments

X

A numeric, symmetric covariance matrix.

tol

Convergence requirement.

References

Gill, Jeff, and Gary King. "What to do when your Hessian is not invertible: Alternatives to model respecification in nonlinear estimation." Sociological methods & research 33, no. 1 (2004): 54-87.

Generate the Moore-Penrose pseudoinverse matrix of X.


privacytoolsproject/PSI-Library documentation built on Feb. 17, 2020, 2:03 p.m.