Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xplore
See also: xdiag diag

Quantlet: xdiagp
Description: Calculates the diagonal elements of a projection matrix.

Usage: d = xdiagp (x)
Input:
x n x p matrix
w optional, scalar or n x 1 weight vector
Output:
d n x 1 vector of diagonal elements of X(X'WX)^(-1) X' or W'^(1/2)X(X'WX)^(-1) X'W^(1/2)

Example:

library("xplore")

n=10

x=(1:n)~matrix(n)

xdiagp(x)

Result:



Contents of d

[ 1,]  0.34545 

[ 2,]  0.24848 

[ 3,]  0.17576 

[ 4,]  0.12727 

[ 5,]  0.10303 

[ 6,]  0.10303 

[ 7,]  0.12727 

[ 8,]  0.17576 

[ 9,]  0.24848 

[10,]  0.34545  


Library: xplore
See also: xdiag diag

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: TTK, 961127; Marlene Mueller, 970930
(C) MD*TECH Method and Data Technologies, 21.9.2000