qr.rtr.inv

0th

Percentile

Reconstruct the Inverse of R'R from a QR Object

From a QR object, compute the inverse matrix which is implicitely (but not explicitly!) used to solve the underlying least squares problem.

Keywords
algebra, array
Usage
qr.rtr.inv(qr)
Value

The $p \times p$ matrix $(R'R)^{-1}$ or equivalently, the inverse of $X'X$ (i.e. t(X) %*% X in R).

See Also

qr, qr.R, backsolve.

Aliases
Examples
(h3 <- 1/outer(0:5, 1:3, "+"))
rtr <- qr.rtr.inv(qr(h3))
all.equal(c(rtr %*% 1:3), solve(crossprod(h3), 1:3))
Documentation reproduced from package lasso2, version 1.2-0, License: GPL version 2 or later

Community examples

Looks like there are no examples yet.