Last chance! 50% off unlimited learning
Sale ends in
Computes the inverse of the cross-product of a matrix X.
solveCrossprod(X, method = c("qr", "chol", "solve"))a matrix containing the inverse of crossprod(X).
a matrix, typically a regressor matrix.
a string indicating whether the QR decomposition,
the Cholesky decomposition or solve should be used.
Using the Cholesky decomposition of X'X (as computed by crossprod(X))
is computationally faster and preferred to solve(crossprod(X)). Using the
QR decomposition of X is slower but should be more accurate.
X <- cbind(1, rnorm(100))
solveCrossprod(X)
solve(crossprod(X))
Run the code above in your browser using DataLab