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
x=grand(30,3,'nor',0,1)
y=x*[0.2;0.4;0.35]+grand(30,1,'nor',0,1)
m = invxpx(x)