compute_XtX_Xty_bip_cpp: Compute X'X and X'y for bipartite covariate regression
Description
Replaces the O(T x p^2 x n^2) nested R loop for bipartite XtX and Xty
computation with a single C++ call.
Usage
compute_XtX_Xty_bip_cpp(Xlist, resid, p)
Value
List with XtX (p x p) and Xty (p vector)
Arguments
- Xlist
List of T arrays, each nA x nB x p
- resid
3D array of residuals nA x nB x T
- p
Number of covariates