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KNex {Matrix}

Koenker-Ng Example Sparse Model Matrix and Response Vector
Package: 
Matrix
Version: 
1.0-12

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), http://www.jstatsoft.org/

Examples

data(KNex)
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, tol = 1e-13) # TRUE

Documentation reproduced from package Matrix, version 1.0-12. License: GPL (>= 2)