projector {lmreg} | R Documentation |
Orthogonal projector of a matrix
Description
Computes the orthogonal projection matrix for the column space of a given matrix.
Usage
projector(M, tol=sqrt(.Machine$double.eps))
Arguments
M |
A matrix for which the orthogonal projection matrix is to be computed. |
tol |
A relative tolerance to detect zero singular values while computing generalized inverse, in case M is rank deficient (default = sqrt(.Machine$double.eps)). |
Value
Returns the orthogonal projection matrix for the column space of M.
Author(s)
Debasis Sengupta <shairiksengupta@gmail.com>, Jinwen Qiu <qjwsnow_ctw@hotmail.com>
References
Sengupta and Jammalamadaka (2019), Linear Models and Regression with R: An Integrated Approach.
Examples
projector(matrix(3,3,3))
[Package lmreg version 1.2 Index]