Inversion of X'X
Computes the inverse of the cross-product of a matrix X.
solveCrossprod(X, method = c("qr", "chol", "solve"))X |
a matrix, typically a regressor matrix. |
method |
a string indicating whether the QR decomposition,
the Cholesky decomposition or |
Using the Cholesky decomposition of X'X (as computed by crossprod(X))
is computationally faster and preferred to solve(crossprod(X)). Using the
QR decomposition of X is slower but should be more accurate.
a matrix containing the inverse of crossprod(X).
X <- cbind(1, rnorm(100)) solveCrossprod(X) solve(crossprod(X))
Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.