car (version 3.0-10)

wcrossprod: Weighted Matrix Crossproduct

Description

Given matrices `x` and `y` as arguments and an optional matrix or vector of weights, `w`, return a weighted matrix cross-product, `t(x) w y`. If no weights are supplied, or the weights are constant, the function uses `crossprod` for speed.

Usage

`wcrossprod(x, y, w)`

Arguments

x,y

x, y numeric matrices; `missing(y)` is taken to be the same matrix as x. Vectors are promoted to single-column or single-row matrices, depending on the context.

w

A numeric vector or matrix of weights, conformable with `x` and `y`.

Value

A numeric matrix, with appropriate dimnames taken from `x` and `y`.

`crossprod`

Examples

```# NOT RUN {
set.seed(12345)
n <- 24
drop <- 4
sex <- sample(c("M", "F"), n, replace=TRUE)
x1 <- 1:n
x2 <- sample(1:n)
extra <- c( rep(0, n - drop), floor(15 + 10 * rnorm(drop)) )
y1 <- x1 + 3*x2 + 6*(sex=="M") + floor(10 * rnorm(n)) + extra
y2 <- x1 - 2*x2 - 8*(sex=="M") + floor(10 * rnorm(n)) + extra
# assign non-zero weights to 'dropped' obs
wt <- c(rep(1, n-drop), rep(.2,drop))

X <- cbind(x1, x2)
Y <- cbind(y1, y2)
wcrossprod(X)
wcrossprod(X, w=wt)

wcrossprod(X, Y)
wcrossprod(X, Y, w=wt)

wcrossprod(x1, y1)
wcrossprod(x1, y1, w=wt)

# }
```