Projects the columns of the matrix M on the space spanned by the
columns of the matrix X, with respect to the inner product
defined by weight: <x|y>=sum(x*w*y).
projection.ip(X, M, orth = FALSE, weight = rep(1, nrow(X)))A matrix of full rank with columns in span(X)
Matrix defining the space to project onto.
Matrix of columns to be projected. Must have the same number
of rows as X.
Should the projection be on the orthogonal complement to
span(X)?
Weights defining the inner product. Numerical vector of
length nrow(X).
Bendix Carstensen, Steno Diabetes Center, http://bendixcarstensen.com, with help from Peter Dalgaard.
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