Multivariate Methods
> Statistical Details
Publication date: 11/10/2021
Statistical Details
Multivariate Methods
This appendix discusses Wide Linear methods and the use of the singular value decomposition.
Contents
Wide Linear Methods and the Singular Value Decomposition
The Singular Value Decomposition
The SVD and the Covariance Matrix
The SVD and the Inverse Covariance Matrix
Calculating the SVD
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