hat_matrix_cpp function

Computing single H matrix in AICc-function using the Mahalanobis distance

hat_matrix_cpp(X, mcov, S_scale_dist, h)

Arguments

• X: matrix.
• mcov: matrix The covariance matrix of X.
• S_scale_dist: logical. Indicating whether the Mahalanobis distance should be scaled with the number of variables
• h: numeric specifying the scaling (sigma)

Returns

Matrix of dimension ncol(X)*ncol(X)

Author(s)

Martin Jullum