SWP {ISR3} | R Documentation |
SWP
performs the sweep operator.
SWP(V, b)
V |
A symmetric matrix to be swept; this matrix cannot contain missing data or infinite values. |
b |
An array of integers or column names to sweep. |
This program applies the sweep operator as defined in (Dempster 1969).
The swept matrix V
. 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 a symmetric positive definite matrix Sigma <- rWishart(1,4,diag(3))[,,1] # sweep all the columns to produce the inverse Sigma.inv <- SWP(Sigma,1:3)