>On Sep 11, 2012, at 16:02 , Warnes, Gregory wrote: > >> >> On 9/7/12 2:42 PM, "peter dalgaard" <pda...@gmail.com> wrote: >> >>> >>> On Sep 7, 2012, at 17:16 , Tim Hesterberg wrote: >>> >>>> I suggest adding a 'pivot' argument to qr.R, to obtain columns in the >>>> same order as the original x, so that >>>> a <- qr(x) >>>> qr.Q(a) %*% qr.R(a, pivot=TRUE) >>>> returns x. >>> >>> That would come spiraling down in flames the first time someone tried to >>> use backsolve on it, wouldn't it? I mean, a major point of QR is that R >>> is triangular; doesn't make much sense to permute the columns without >>> retaining the pivoting permutation. >> >> As I understand Tim's proposal, the pivot argument defaults to FALSE, so >> the new behavior would only be activated at the user's request. > >Sure. I'm just saying that I see little use for the un-pivoted qr.R because, >generically, the first thing you want to do with qr.R is to invert it, which >is easier when it is triangular.
Greg Warnes is correct, I propose keeping the default FALSE, for backward compatibility. My use for the pivoted R is in computing a covariance matrix, using R <- qr.R(QR, pivot = TRUE) Rinv <- ginverse(R) covTerm <- Rinv %*% t(Rinv) But I see that lm() and glm() use chol2inv, that may be preferable. ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
