weight_matrix function

Calculate weighted matrix

weight_matrix(X, normalize_W_weights = TRUE)

Arguments

• X: data.table. Output from create_coalition_table().
• normalize_W_weights: Logical. Whether to normalize the weights for the coalitions to sum to 1 for increased numerical stability before solving the WLS (weighted least squares). Applies to all coalitions except coalition 1 and 2^m.

Returns

Numeric matrix. See weight_matrix_cpp() for more information.

Author(s)

Nikolai Sellereite, Martin Jullum