R: Inversion of X'X

solveCrossprod {strucchange} | R Documentation

## Inversion of X'X

### Description

Computes the inverse of the cross-product of a matrix X.

### Usage

    solveCrossprod(X, method = c("qr", "chol", "solve"))

### Arguments

`X` | a matrix, typically a regressor matrix.
`method` | a string indicating whether the QR decomposition, the Cholesky decomposition or `solve` should be used.

### Details

Using the Cholesky decomposition of X'X (as computed by `crossprod(X)`) is computationally faster and preferred to `solve(crossprod(X))`. Using the QR decomposition of X is slower but should be more accurate.

### Value

a matrix containing the inverse of `crossprod(X)`.

### Examples

    X <- cbind(1, rnorm(100))
    solveCrossprod(X)
    solve(crossprod(X))

[Package strucchange version 1.5-2 Index]