qr.rtr.inv {lasso2}R Documentation

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 * 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

(h3 <- 1/outer(0:5, 1:3, "+"))
rtr <- qr.rtr.inv(qr(h3))
all.equal(c(rtr %*% 1:3), solve(crossprod(h3), 1:3))

[Package lasso2 version 1.2-20 Index]