FIACH (version 0.1.2)

spmOrth: Serial Orthogonalisation

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

spmOrth(a)

Arguments

a

matrix to be orthogonalised

Value

The recursively orthogonalised matrix is returned

Examples

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