Fsweep {VCA}

Calling F90-implementation of the SWEEP-Operator

Description

Function calls a fast Fortran90-implementation of the SWEEP operator using the transpose of the original augmented matrix X'X (see getSSQsweep). In the sweeping step, also the C matrix, needed to obtain the variance estimates from the sum of squares and the Covariance matrix of the estimates are calculated.

Usage

Fsweep(M, asgn, thresh = 1e-10, tol = 1e-10, Ncpu = 1)

Arguments

M

(matrix) matrix, representing the augmented matrix X'X

asgn

(integer) vector, identifying columns in M corresponding to variables, respectively, to their coefficients

thresh

(numeric) value used to check whether the influence of the a coefficient to reducing the error sum of squares is small enough to conclude that the corresponding column in X'X is a linear combination of preceding columns

tol

(numeric) value used to check numerical equivalence to zero

Ncpu

(integer) number of cores to be used for parallel processing (not yet used)

Details

This is an utility-function not intended to be called directly.

Value

(list) with eight elements:

SSQ

(numeric) vector of ANOVA sum of squares

LC

(integer) vector indicating linear dependence of each column

DF

(integer) degrees of freedom

C

(double precision) Matrix relating the sums of squares to the variances

Ci

(double precision) inverse of matrix relating the sums of squares to the variances

VC

(double precision) variance

SD

(double precision) standard deviations

Var

(double precision) covariance matrix of the estimated variances

Author(s)

Florian Dufey [e-mail]

References

Goodnight, J.H. (1979), A Tutorial on the SWEEP Operator, The American Statistician, 33:3, 149-158