Grocer Function
NAME
invxpx - inversion of X'X
CALLING SEQUENCE
[xpxi]=invxpx(x)
PARAMETERS
Input
Output
-
xpxi = the (k x k) matrix equal to inv(x'x)
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