lasso2 (version 1.2-21.1)

qr.rtr.inv: Reconstruct the Inverse of R'R from a QR Object

Description

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

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.

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))
# }