g2inv

Generalized inverse is usually not unique. Some programs use this algorithm to get a unique generalized inverse matrix. This uses SWEEP operator and works for non-square matrix also.

This is a core implementation of 'SAS' procedures for linear models - GLM, REG, ANOVA, TTEST, FREQ, and UNIVARIATE. Some R packages provide type II and type III SS. However, the results of nested and complex designs are often different from those of 'SAS.' Different results does not necessarily mean incorrectness. However, many wants the same results to SAS. This package aims to achieve that.
Reference: Littell RC, Stroup WW, Freund RJ (2002, ISBN:0-471-22174-0).

Kyun-Seop Bae

sasLM

'SAS' Linear Model

g2inv function

<dl> <dt>A</dt>
<dd>a matrix to be inverted</dd> <dt>eps</dt>
<dd>Less than this value is considered as zero.</dd></dl>

Arguments

Author

Generalized type 2 inverse matrix, g2 inverse — g2inv

<dl>

 <dt>A</dt>
<dd>a matrix to be inverted</dd>

 <dt>eps</dt>
<dd>Less than this value is considered as zero.</dd>

</dl>

g2inv: Generalized type 2 inverse matrix, g2 inverse

Description

Usage

Value

Arguments

Author

Details

References

See Also

Examples