Calling F90-implementation of the SWEEP-Operator
Function calls a fast Fortran90-implementation of the SWEEP operator using the
transpose of the original augmented matrix X'X (see getSSQsweep).
In the sweeping step, also the C matrix, needed to obtain the variance estimates from
the sum of squares and the Covariance matrix of the estimates are calculated.
Fsweep(M, asgn, thresh = 1e-10, tol = 1e-10, Ncpu = 1)
M |
(matrix) matrix, representing the augmented matrix X'X |
asgn |
(integer) vector, identifying columns in M corresponding to variables, respectively, to their coefficients |
thresh |
(numeric) value used to check whether the influence of the a coefficient to reducing the error sum of squares is small enough to conclude that the corresponding column in X'X is a linear combination of preceding columns |
tol |
(numeric) value used to check numerical equivalence to zero |
Ncpu |
(integer) number of cores to be used for parallel processing (not yet used) |
This is an utility-function not intended to be called directly.
(list) with eight elements:
SSQ(numeric) vector of ANOVA sum of squares
LC(integer) vector indicating linear dependence of each column
DF(integer) degrees of freedom
C(double precision) Matrix relating the sums of squares to the variances
Ci(double precision) inverse of matrix relating the sums of squares to the variances
VC(double precision) variance
SD(double precision) standard deviations
Var(double precision) covariance matrix of the estimated variances
Florian Dufey florian.dufey@roche.com
Goodnight, J.H. (1979), A Tutorial on the SWEEP Operator, The American Statistician, 33:3, 149-158
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