Fast QR Decomposition and Update

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Documentation for package ‘fastQR’ version 1.1.4

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qr The QR factorization of a matrix
qrchol Cholesky decomposition via QR factorization.
qrdowndate Fast downdating of the QR factorization
qrls Ordinary least squares for the linear regression model
qrmls Ordinary least squares for the linear multivariate regression model
qrmridge RIDGE estimator for the linear multivariate regression model
qrmridge_cv Cross-validation of the RIDGE estimator for the linear multivariate regression model
qrridge RIDGE estimation for the linear regression model
qrridge_cv Cross-validation of the RIDGE estimator for the linear regression model
qrsolve Solution of linear system of equations, via the QR decomposition.
qrupdate Fast updating of the QR factorization
qr_coef Compute least-squares coefficients from a QR decomposition
qr_fast Fast full QR decomposition
qr_fitted Compute fitted values from a QR decomposition
qr_lm Ordinary least squares for the linear regression model
qr_lse_coef Compute least-squares coefficients using QR decomposition
qr_lse_fitted Compute fitted values using QR decomposition
qr_lse_Qty Compute Q'y for a least-squares problem
qr_lse_Qy Compute Qy for a least-squares problem
qr_lse_resid Compute residuals using QR decomposition
qr_pivot2perm Reconstruct the permutation matrix from the pivot vector.
qr_Q Reconstruct the Q, matrix from a QR object.
qr_Qty Multiply Q by a vector using a QR decomposition
qr_Qy Multiply Q by a vector using a QR decomposition
qr_Q_full Reconstruct the full Q matrix from the qr object.
qr_Q_reduced2full Reconstruct the full Q matrix from the reduced Q matrix.
qr_R Reconstruct the R, matrix from a QR object.
qr_resid Compute residuals from a QR decomposition
qr_thin Fast thin QR decomposition
qr_X Reconstruct the original matrix from which the object was constructed X\in\mathbb{R}^{n\times p} from the Q and R matrices of the QR decomposition.
rchol Cholesky decomposition via R factorization.
rdowndate Fast downdating of the R matrix
rupdate Fast updating of the R matrix