[R] R equivalent of Beaton's Sweep algorithm

[Joshua Wiley]

Hi,

I believe Dr. Harrell has implemented this in the Design package.
This seems to work:


x <- read.table(textConnection("
          1  1  1
          1  2  4
          1  3  9
          1  4 16
          1  5 25
          1  6 36
          1  7 49
          1  8 64"), header = FALSE)
y <- read.table(textConnection("
           3.929
           5.308
           7.239
           9.638
          12.866
          17.069
          23.191
          31.443"), header = FALSE)

library(Design)
## seems to agree with the SAS documentation for the parameters
matinv(crossprod(xy), 1:3)[1:3, 4]

Cheers,

Josh

On Mon, Nov 29, 2010 at 12:29 PM, Michael Friendly <friendly at yorku.ca> wrote:
> I'm looking for an R equivalent of Beaton's (1964) Sweep algorithim for
> partial inversion of a
> matrix by pivoting.
>
> It implemented in SAS/IML as sweep(matrix, indices), described here
> http://support.sas.com/documentation/cdl/en/imlug/59656/HTML/default/langref_sect266.htm
>
> and here for python
> http://adorio-research.org/wordpress/?p=262
>
> --
> Michael Friendly     Email: friendly AT yorku DOT ca
> Professor, Psychology Dept.
> York University      Voice: 416 736-5115 x66249 Fax: 416 736-5814
> 4700 Keele Street    Web:   http://www.datavis.ca
> Toronto, ONT  M3J 1P3 CANADA
>
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>



-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/