myQR: QR Decomposition

In stacyste/RegressionPkg: Performs Common Regression Analyses (Lasso, Ridge, PCA, OLS)

Description

This function performs QR decomposition on a matrix A into a product A = QR of an orthogonal matrix Q and an upper triangular matrix R

Usage

myQR(A)

Arguments

A	an n by m matrix whose QR decomposition is to be computed

Value

Q, an orthogonal matrix Q and an upper triangular matrix R

Examples

A <- rbind(c(-13, 14, -2), c(0, 2, 2), c(3, 9, -7))
myQR(A)

stacyste/RegressionPkg documentation built on Nov. 24, 2019, 5:12 p.m.