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outer
2007 Jun 15
0
Question with nlm
...ta$output[1:totalTime,1]);
x <- as.matrix(object at data$input[1:totalTime,]);
# compute necessary matrices
M <- as.matrix(object at model$M);
P <- diag(sigma*sigma);
A <- AMatrix(totalTime, M, object at data$input[1:totalTime,]);
Q <- IMatrix(totalTime)+A %*% outerM(IMatrix(totalTime-1),P) %*% t(A);
invQ <- solve(Q,IMatrix(dim(Q)[1]));
xM <- matrix(rep(0, dim(M)[2]*totalTime), ncol=dim(M)[2], nrow=totalTime);
for (i in 1:totalTime) {
xM[i,] <- x[i,] %*% powerM(M, -totalTime+i);
}
tmp <- solve((t(xM) %*% invQ %*% xM), IMat...