geninv: Moore-Penrose generalized inverse

In sgaure/durmod: Mixed Proportional Hazard Competing Risk Model

Description

Moore-Penrose generalized inverse

Usage

geninv(X, tol = .Machine$double.eps^(2/3))

Arguments

X	matrix
tol	tolerance for determining bad entries

Value

A matrix of the same dimension as X is returned, the Moore-Penrose generalized inverse.

Examples

# create a positive definite 5x5 matrix
x <- crossprod(matrix(rnorm(25),5))
# make it singular
x[,2] <- x[,3]+x[,5]
geninv(x)

sgaure/durmod documentation built on Dec. 19, 2019, 4:57 a.m.