KNex: Koenker-Ng Example Sparse Model Matrix and Response Vector
Description
A model matrix mm and corresponding response vector y
used in an example by Koenker and Ng. The matrix mm is a sparse
matrix with 1850 rows and 712 columns but only 8758 non-zero entries.
It is a "dgCMatrix" object. The vector y is just
numeric of length 1850.
Usage
data(KNex)
Arguments
References
Roger Koenker and Pin Ng (2003).
SparseM: A sparse matrix package for R;
J. of Statistical Software, 8 (6),
http://www.jstatsoft.org/
data(KNex)
class(KNex$mm)
dim(KNex$mm)
image(KNex$mm)
str(KNex)
system.time( # a fraction of a second sparse.sol <- with(KNex, solve(crossprod(mm), crossprod(mm, y))))
head(round(sparse.sol,3))