tilting (version 1.1)

projection: Compute the projection matrix onto a given set of variables

Description

The function computes the projection matrix onto a set of columns of a given matrix.

Usage

projection(X, active = NULL)

Arguments

X

a matrix containing the columns onto which the projection matrix is computed.

active

an index set of the columns of X.

Value

Returns the projection matrix onto the columns of "X" whose indices are included in "active". When active==NULL, a null matrix is returned.