checkSingularitySVD

Checks whether matrix is singular based on singular values of SVD.

Implements Weighted-Average Least Squares model averaging
for negative binomial regression models of Huynh (2024) <doi:10.48550/arXiv.2404.11324>,
generalized linear models of De Luca, Magnus, Peracchi (2018)
<doi:10.1016/j.jeconom.2017.12.007> and linear regression models of
Magnus, Powell, Pruefer (2010) <doi:10.1016/j.jeconom.2009.07.004>, see also
Magnus, De Luca (2016) <doi:10.1111/joes.12094>. Weighted-Average Least Squares
for the linear regression model is based on the original 'MATLAB' code by
Magnus and De Luca <https://www.janmagnus.nl/items/WALS.pdf>, see also
Kumar, Magnus (2013) <doi:10.1007/s13571-013-0060-9> and
De Luca, Magnus (2011) <doi:10.1177/1536867X1201100402>.

Kevin Huynh

WALS

Weighted-Average Least Squares Model Averaging

checkSingularitySVD function

<dl><dt>singularValues</dt>
<dd>Vector of singular values.</dd>
<dt>tol</dt>
<dd>Absolute tolerance, singular if <code>min(singularValues) &lt; tol</code></dd>
<dt>rtol</dt>
<dd>Relative tolerance, singular if
<code>min(singularValues) / max(singularValues) &lt; rtol</code></dd>
<dt>digits</dt>
<dd>The number significant digits to show in case a
warning is triggered by singularity.</dd></dl>

Arguments

Internal function: Check singularity of SVDed matrix — checkSingularitySVD

<dl>

<dt>singularValues</dt>
<dd>Vector of singular values.</dd>


<dt>tol</dt>
<dd>Absolute tolerance, singular if <code>min(singularValues) &lt; tol</code></dd>


<dt>rtol</dt>
<dd>Relative tolerance, singular if
<code>min(singularValues) / max(singularValues) &lt; rtol</code></dd>


<dt>digits</dt>
<dd>The number significant digits to show in case a
warning is triggered by singularity.</dd>

</dl>

checkSingularitySVD: Internal function: Check singularity of SVDed matrix

Description

Usage

Arguments