qr.rtr.inv

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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)
Arguments
qr

\"qr\" object, typically resulting from 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
  • qr.rtr.inv
Examples
# NOT RUN {
(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 1.2-20, License: GPL (>= 2)

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