solveCrossprod          package:strucchange          R Documentation

_I_n_v_e_r_s_i_o_n _o_f _X'_X

_D_e_s_c_r_i_p_t_i_o_n:

     Computes the inverse of the cross-product of a matrix X.

_U_s_a_g_e:

     solveCrossprod(X, method = c("qr", "chol", "solve"))

_A_r_g_u_m_e_n_t_s:

       X: a matrix, typically a regressor matrix.

  method: a string indicating whether the QR decomposition, the
          Cholesky decomposition or 'solve' should be used.

_D_e_t_a_i_l_s:

     Using the Cholesky decomposition of X'X (as computed by
     'crossprod(X)') is computationally faster and preferred to
     'solve(crossprod(X))'. Using the QR decomposition of X is slower
     but should be more accurate.

_V_a_l_u_e:

     a matrix containing the inverse of 'crossprod(X)'.

_E_x_a_m_p_l_e_s:

     X <- cbind(1, rnorm(100))
     solveCrossprod(X)
     solve(crossprod(X))

