SweepOperator

The symmetric sweep operator is a powerful tool in computational statistics with uses in

• (stepwise) linear regression
• conditional multivariate normal distributions
• MANOVA
• and more

Installation

Pkg.add("SweepOperator")

Usage

sweep!(A, k)

For matrix A and integer k, perform the symmetric sweep in place on A. Only the upper triangle is read and swept. The inverse sweep is performed with sweep!(A, k, true).

sweep!(A, range)

Sweep over every index in range.

Details on Symmetric Sweeping:

Thank you to great notes provided by @Hua-Zhou