Examples of org.apache.commons.math.linear.RealMatrix.multiply()

Class org.apache.commons.math.linear.RealMatrix

Examples of org.apache.commons.math.linear.RealMatrix.multiply()

org.apache.commons.math.linear.RealMatrix.multiply()
Returns the result of postmultiplying this by m. @param m matrix to postmultiply by @return this * m @throws IllegalArgumentException if columnDimension(this) != rowDimension(m)

    @Override
    protected RealMatrix calculateBetaVariance() {
        int p = X.getColumnDimension();
        RealMatrix Raug = qr.getR().getSubMatrix(0, p - 1 , 0, p - 1);
        RealMatrix Rinv = new LUDecompositionImpl(Raug).getSolver().getInverse();
        return Rinv.multiply(Rinv.transpose());
    }




    /**
     * <p>Calculates the variance on the Y by OLS.

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    protected RealVector calculateBeta() {
        RealMatrix OI = getOmegaInverse();
        RealMatrix XT = X.transpose();
        RealMatrix XTOIX = XT.multiply(OI).multiply(X);
        RealMatrix inverse = new LUDecompositionImpl(XTOIX).getSolver().getInverse();
        return inverse.multiply(XT).multiply(OI).operate(Y);
    }


    /**
     * Calculates the variance on the beta by GLS.
     * <pre>

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