STATISTICA Visual Basic Library of Matrix Functions - MatrixSweep (Matrix, From, To, Dir)

Parameter

Description

Matrix

name of symmetric data matrix (see Arrays in functions) results will overwrite original values

From

number of first column in which to begin sweeping

To

number of last column in which to perform sweeping

Dir

direction of sweeping (1 = forward, -1 = backward)

The MatrixSweep function will perform the sweeping transformation (see Dempster, 1969) on the specified square symmetric Matrix (see Arrays in functions). The sweeping transformation is commonly used to efficently perform stepwise multiple regression (see Jennrich, 1977) or similar analyses. The forward sweeping transformation for a column k can be summarized in the following four steps:

1. eij = eij - ejk * ekj / ekk for ik, jk

The reverse sweeping operation reverses the changes effected by these transformations.

Related topics. MatrixInverse, MatrixDet, MatrixGeneralPseudoInverse, MatrixSolve. For more information on using arrays, see Arrays in functions. For a complete list of matrix functions, see STATISTICA Visual Basic library of matrix functions.