getxpvorth {pcv}

Generates the orthogonal part for Xpv

Description

Generates the orthogonal part for Xpv

Usage

getxpvorth(q.k, X.k, PRM)

Arguments

q.k

vector with orthogonal distances for cross-validation set for segment k

X.k

matrix with local validation set for segment k

PRM

projecton matrix for orthogonalization of residuals

Value

A matrix with orthogonal part for Xpv