fastVDiag

Provides methods to perform and analyse I-prior regression models.
Estimation is done either via direct optimisation of the log-likelihood or
an EM algorithm.

Haziq Jamil

iprior

Regression Modelling using I-Priors

fastVDiag function

<dl><dt>X</dt>
<dd>A symmetric, square matrix of dimension <code>n</code> by <code>n</code></dd>
<dt>y</dt>
<dd>A vector of length <code>n</code></dd></dl>

Arguments

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

<dl>

<dt>X</dt>
<dd>A symmetric, square matrix of dimension <code>n</code> by <code>n</code></dd>


<dt>y</dt>
<dd>A vector of length <code>n</code></dd>

</dl>

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

Description

Usage

Arguments

Details