R: Sweep operator

swp {ggm} | R Documentation

## Sweep operator

### Description

Sweeps a covariance matrix with respect to a subset of indices.

### Usage

    swp(V, b)

### Arguments

`V` | a symmetric positive definite matrix, the covariance matrix.
`b` | a subset of indices of the columns of `V`.

### Details

The sweep operator has been introduced by Beaton (1964) as a tool for inverting symmetric matrices (see Dempster, 1969).

### Value

a square matrix `U` of the same order as `V`. If `a` is the complement of `b`, then `U[a,b]` is the matrix of regression coefficients of `a` given `b` and `U[a,a]` is the corresponding covariance matrix of the residuals.

If `b` is empty the function returns `V`.

If `b` is the vector `1:nrow(V)` (or its permutation) then the function returns the opposite of the inverse of `V`.

### Author(s)

Giovanni M. Marchetti

### References

Beaton, A.E. (1964). The use of special matrix operators in statistical calculus. Ed.D. thesis, Harvard University. Reprinted as Educational Testing Service Research Bulletin 64-51. Princeton.

Dempster, A.P. (1969). Elements of continuous multivariate analysis. Reading: Addison-Wesley.

### See Also

`fitDag`

### Examples

    ## A very simple example
    V <- matrix(c(10, 1, 1, 2), 2, 2)
    swp(V, 2)

[Package ggm version 2.3 Index]