Grocer Function

NAME

invxpx - inversion of X'X

CALLING SEQUENCE

[xpxi]=invxpx(x)

PARAMETERS

Input

Output

DESCRIPTION

Provides inversion of the matrix (X'X) using the QR decomposition.

EXAMPLE

beta = invxpx(x)*(x'*y)

This example, taken from ols0, provides the ordinary least squares estimate of parameters, using the QR decomposition of x.

AUTHOR

Eric Dubois 2002