Fast QR Decomposition and Update


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Documentation for package ‘fastQR’ version 1.0.0

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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
rchol Cholesky decomposition via R factorization.
rdowndate Fast downdating of the R matrix
rupdate Fast updating of the R matrix