CalcHatMatrix

Declaration:	TMatrix.CalcHatMatrix (var HatMat: TMatrix): integer;
The function CalcHatMatrix calculates the hat matrix and stores the result in matrix HatMat: HatMat := X(XTX)-1XT The function returns the following error codes:  0 ... everything is OK -1 ... the source matrix has zero size -2 ... not enough memory on heap -3 ... LU decomposition was not possible (singular covariance matrix)

Hint:

Please note that the calculation of the hat matrix can consume considerable amounts of memory. The memory requirement (including the original matrix and HatMat) amounts to 8*((p+n)2 + pn) bytes, with p being the number of columns of the data matrix and n being the number of rows.