R: Koenker-Ng Example Sparse Model Matrix and Response Vector

KNex {Matrix} | R Documentation

## Koenker-Ng Example Sparse Model Matrix and Response Vector

### Description

A model matrix `mm` and corresponding response vector `y` used in an example by Koenker and Ng. The matrix `mm` is a sparse matrix with 1850 rows and 712 columns but only 8758 non-zero entries. It is a `"dgCMatrix"` object. The vector `y` is just `numeric` of length 1850.

### Usage

    data(KNex)

### References

Roger Koenker and Pin Ng (2003). SparseM: A sparse matrix package for R; J. of Statistical Software, 8 (6), http://www.jstatsoft.org/

### Examples

    data(KNex)
    class(KNex$mm)
      dim(KNex$mm)
    image(KNex$mm)
    str(KNex)

    system.time( # a fraction of a second
      sparse.sol <- with(KNex, solve(crossprod(mm), crossprod(mm, y))))

    head(round(sparse.sol,3))

    ## Compare with QR-based solution ("more accurate, but slightly slower"):
    system.time(
      sp.sol2 <- with(KNex, qr.coef(qr(mm), y) ))

    all.equal(sparse.sol, sp.sol2, tolerance = 1e-13) # TRUE

[Package Matrix version 1.1-4 Index]