Koenker-Ng Example Sparse Model Matrix and Response Vector

Description

A model matrix mm and corresponding response vector y used in an example by Koenker and Ng. The matrix mm is a sparse matrix with 1850 rows and 712 columns but only 8758 non-zero entries. It is a "dgCMatrix" object. The vector y is just numeric of length 1850.

Usage

data(KNex)

References

Roger Koenker and Pin Ng (2003). SparseM: A sparse matrix package for R; J. of Statistical Software, 8 (6), doi:10.18637/jss.v008.i06

Examples

data(KNex, package = "Matrix")
class(KNex$mm)
dim(KNex$mm)
image(KNex$mm)
str(KNex)

system.time( # a fraction of a second
  sparse.sol <- with(KNex, solve(crossprod(mm), crossprod(mm, y))))

head(round(sparse.sol,3))

## Compare with QR-based solution ("more accurate, but slightly slower"):
system.time(
  sp.sol2 <- with(KNex, qr.coef(qr(mm), y) ))

all.equal(sparse.sol, sp.sol2, tolerance = 1e-13) # TRUE