ISR3 (version 0.98)

RSWP: Reverse Sweep Function

Description

RSWP performs the reverse sweep operator.

Usage

RSWP(V, b)

Arguments

V

A symmetric matrix to be reverse swept; this matrix cannot contain missing data or infinite values.

b

An array of integers or column names to reverse sweep.

Value

The reverse swept matrix V. Reverse sweeping will not occur if the column being swept has a zero-valued diagonal element.

Details

This program applies the reverse sweep operator as defined in (Dempster 1969).

References

Dempster, A.P. (1969). Elements of continuous multivariate analysis. Reading, MA: Addison-Wesley.

Examples

set.seed(100)
# generate symmetric positive definite matrix
Sigma <- rWishart(1,4,diag(3))[,,1]
# sweep all the columns to produce the inverse
# and then reverse sweep them all back to Sigma
Sigma2 <- RSWP(SWP(Sigma,1:3),1:3)