RSWP {ISR3} | R Documentation |
RSWP
performs the reverse sweep operator.
RSWP(V, b)
V |
A symmetric matrix to be reverse swept; this matrix cannot contain missing data or infinite values. |
b |
An array of integers or column names to reverse sweep. |
This program applies the reverse sweep operator as defined in (Dempster 1969).
The reverse swept matrix V
. Reverse sweeping will not occur if the
column being swept has a zero-valued diagonal element.
Dempster, A.P. (1969). Elements of continuous multivariate analysis. Reading, MA: Addison-Wesley.
set.seed(100) # generate symmetric positive definite matrix Sigma <- rWishart(1,4,diag(3))[,,1] # sweep all the columns to produce the inverse # and then reverse sweep them all back to Sigma Sigma2 <- RSWP(SWP(Sigma,1:3),1:3)