Compute X'X and X'y for bipartite covariate regression

Replaces the O(T x p^2 x n^2) nested R loop for bipartite XtX and Xty computation with a single C++ call.

Usage

compute_XtX_Xty_bip_cpp(Xlist, resid, p)

Arguments

Xlist

List of T arrays, each nA x nB x p

resid

3D array of residuals nA x nB x T

p

Number of covariates

Value

List with XtX (p x p) and Xty (p vector)