LDRTools (version 0.2-2)

B2P: Function to Compute an Orthogonal Projection Matrix Based on an Arbitrary Matrix

Description

Function to compute an orthogonal projection matrix based on an arbitrary matrix.

Usage

B2P(x)

Value

The resulting orthogonal projection matrix.

Arguments

x

A matrix with p rows and k columns.

Author

Klaus Nordhausen

Details

The orthogonal projection matrix \(P\) corresponding to matrix \(x\) is defined as \(P=x(x^{T}x)^{-1}x^{T}\).

See Also

O2P

Examples

set.seed(1)
X <- matrix(rnorm(30),ncol=3)
P <- B2P(X)