quadform

Fast computation of a quadratic form \(t(x) * M * x\).

A mixed collection of useful and semi-useful diverse
statistical functions, some of which may even be referenced in
The R Primer book.

Claus Ekstrm

MESS

Miscellaneous Esoteric Statistical Scripts

Claus Thorn Ekstrøm

Niels Aske Lundtorp Olsen

quadform function

<dl><dt>x</dt>
<dd>A matrix with dimensions n*k.</dd>
<dt>M</dt>
<dd>A matrix with dimenions n*n. If it is to be inverted then the matrix should be symmetric and positive difinite (no check is done for this)</dd>
<dt>invertM</dt>
<dd>A logical. If set to TRUE then M will be inverted before computations (defaults to FALSE)</dd>
<dt>transposex</dt>
<dd>A logical. Should the matrix be transposed before computations (defaults to FALSE).</dd></dl>

Arguments

Claus Ekstrom &lt;claus@rprimer.dk&gt;

Author

Fast quadratic form computation — quadform

<dl>

<dt>x</dt>
<dd>A matrix with dimensions n*k.</dd>


<dt>M</dt>
<dd>A matrix with dimenions n*n. If it is to be inverted then the matrix should be symmetric and positive difinite (no check is done for this)</dd>


<dt>invertM</dt>
<dd>A logical. If set to TRUE then M will be inverted before computations (defaults to FALSE)</dd>


<dt>transposex</dt>
<dd>A logical. Should the matrix be transposed before computations (defaults to FALSE).</dd>

</dl>

quadform: Fast quadratic form computation

Description

Usage

Value

Arguments

Author