spmOrth: Serial Orthogonalisation

Description Usage Arguments Value Author(s) Examples

Description

This function recursively orthogonalises variables in a matrix to the first column. It is designed to emulate the SPM approach to orthogonalisation. However instead of computing the results using a pseudo-inverse R's qr functions are used.

Usage

1

Arguments

a

matrix to be orthogonalised

Value

The recursively orthogonalised matrix is returned

Author(s)

Tim Tierney

Examples

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a<-basisFunctions(1/16,orth=FALSE)
ts.plot(a,ylim=c(-.007,.015))
ts.plot(spmOrth(a),ylim=c(-.007,.015))

tierneytim/FIACH documentation built on May 31, 2019, 1:45 p.m.