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iprior (version 0.7.4)

fastVDiag: Computing a quadratic matrix form in C++.

Description

Returns XdiagyXT.

Usage

fastVDiag(X, y)

Arguments

X

A symmetric, square matrix of dimension n by n

y

A vector of length n

Details

A fast implementation of XdiagyXT. This helps speed up the I-prior EM algorithm.