lmreg (version 1.2)

projector: Orthogonal projector of a matrix

Description

Computes the orthogonal projection matrix for the column space of a given matrix.

Usage

projector(M, tol=sqrt(.Machine$double.eps))

Arguments

M

A matrix for which the orthogonal projection matrix is to be computed.

tol

A relative tolerance to detect zero singular values while computing generalized inverse, in case M is rank deficient (default = sqrt(.Machine$double.eps)).

Value

Returns the orthogonal projection matrix for the column space of M.

References

Sengupta and Jammalamadaka (2019), Linear Models and Regression with R: An Integrated Approach.

Examples

# NOT RUN {
projector(matrix(3,3,3))
# }