H 11 = y 1 y 2 ( 1+ X 1 T X 1 ) 2 =( 1 )( 1 ) ( 1+[ 1−1 ][    1 −1 ] ) 2 =9 H 12 = y 1 y 2 ( 1+ X 1 T X 2 ) 2 =( 1 )( 1 ) ( 1+[ 1−1 ][ −1    1 ] ) 2 =1

If all the Hij values are calculated in this way, the matrix provided below will be obtained:

H=[   9   1 −1 −1    1   9 −1 −1 −1 −1   9    1 −1 −1   1   9 ]

Step (8–15) In order to get the a value at this stage, it is essential to solve these systems: 1 −Ha =0 and [ 1 1 1 1 ]  −  [   9   1 −1 −1    1   9 −1 −1 −1 −1   9    1 −1 −1   1   9 ] a = 0. As a result of the solution, we obtain

Get Computational Methods for Data Analysis now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.

Start your free trial