Name

invxpx — inversion of X'X

CALLING SEQUENCE

[xpxi]=invxpx(x)

PARAMETERS

Input

• x = a (nxk) real matrix

Output

• xpxi = the (k x k) matrix equal to inv(x'x)

DESCRIPTION

Provides inversion of the matrix (X'X) using the QR decomposition.

EXAMPLE

beta = invxpx(x)*(x'*y)
 
This example, taken from ols0, provides the ordinary least squares estimate of parameters, using the QR decomposition of x. 

               

AUTHOR

Eric Dubois 2002