[R] R equivalent of Beaton's Sweep algorithm

Peter Ehlers ehlers at ucalgary.ca
Mon Nov 29 21:46:57 CET 2010


On 2010-11-29 12:29, Michael Friendly wrote:
> I'm looking for an R equivalent of Beaton's (1964) Sweep algorithim for
> partial inversion of a
> matrix by pivoting.
>
> It implemented in SAS/IML as sweep(matrix, indices), described here
> http://support.sas.com/documentation/cdl/en/imlug/59656/HTML/default/langref_sect266.htm
>
> and here for python
> http://adorio-research.org/wordpress/?p=262
>

Check swp() in pkg:ggm.

Peter Ehlers



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