On Mon, Feb 10, 2014 at 11:27 AM, <josef.p...@gmail.com> wrote: > How do we calculate the diagonal of the hat matrix without using N by N > matrices?
Not sure if this was a rhetorical question or what, but this seems to work leverages = np.square(scipy.linalg.qr(X, mode='economic')[0]).sum(axis=1) http://www4.ncsu.edu/~ipsen/ps/slides_CSE2013.pdf Sorry for off-topic... _______________________________________________ NumPy-Discussion mailing list NumPy-Discussion@scipy.org http://mail.scipy.org/mailman/listinfo/numpy-discussion