qr.rtr.inv {lasso2} | R Documentation |
From a QR object, compute the inverse matrix which is implicitely (but not explicitly!) used to solve the underlying least squares problem.
qr.rtr.inv(qr)
qr |
\"qr\" object, typically resulting from |
The p * p matrix (R'R)^(-1)
or equivalently, the inverse of X'X (i.e. t(X) %*% X
in R).
(h3 <- 1/outer(0:5, 1:3, "+")) rtr <- qr.rtr.inv(qr(h3)) all.equal(c(rtr %*% 1:3), solve(crossprod(h3), 1:3))