Compute a quadratic form

This function is used internally by several survival routines. It computes a simple quadratic form, while properly dealing with missings.

coxph.wtest(var, b, toler.chol = 1e-09)

Arguments

var

variance matrix

b

vector

toler.chol

tolerance for the internal cholesky decomposition

Details

Compute b' V-inverse b. Equivalent to sum(b * solve(V,b)), except for the case of redundant covariates in the original model, which lead to NA values in V and b.

Value

a real number

Author

Terry Therneau