R: Projection of columns of a matrix.

projection.ip {Epi} | R Documentation

## Projection of columns of a matrix.

### Description

Projects the columns of the matrix `M` on the space spanned by the columns of the matrix `X`, with respect to the inner product defined by `weight`: `<x|y>=sum(x*w*y)`.

### Usage

    projection.ip(X, M, orth = FALSE, weight = rep(1, nrow(X)))

### Arguments

`X` | Matrix defining the space to project onto.
`M` | Matrix of columns to be projected. Must have the same number of rows as `X`.
`orth` | Should the projection be on the orthogonal complement to `span(X)`?
`weight` | Weights defining the inner product. Numerical vector of length `nrow(X)`.

### Value

A matrix of full rank with columns in `span(X)`

### Author(s)

Bendix Carstensen, Steno Diabetes Center, http://bendixcarstensen.com, with help from Peter Dalgaard.

### See Also

`detrend`

[Package Epi version 2.42 Index]