On Sep 8, 2010, at 15:22 , Gabor Grothendieck wrote: > On Wed, Sep 8, 2010 at 2:52 AM, James <vuda...@gmail.com> wrote: >> >> Hi experts, >> >> I have a subspace represented as matrix of basic vectors and I want to >> project a vector on that subspace. Does R have any function that help me to >> do so? >> > > The projection of vector y onto the space spanned by the columns of X > is fitted(lm.fit(X, y)) . > Although not numerically optimal it can also be written: > X %*% solve(crossprod(X, X), crossprod(X, y))
Perhaps qr.fitted(qr(X),y) is slightly faster than fitted(lm.fit(X,y)). Looks like it might be bypassing some "red tape", and otherwise do the same. -- Peter Dalgaard Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
