| KNex {Matrix} | R Documentation |
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.
data(KNex)
Roger Koenker and Pin Ng (2003). SparseM: A sparse matrix package for R; J. of Statistical Software, 8 (6), http://www.jstatsoft.org/
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