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KSLCore
R1.1.3
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KSLCore
/
ksl.utilities.statistic
/
OLSRegression
/
hatMatrix
hat
Matrix
open
override
val
hatMatrix
:
Array
<
DoubleArray
>
The hat matrix is defined in terms of the design matrix X by $X(X^{T}X)^{-1}X^{T}$