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.