Function computeProjectionMatrix

computeProjectionMatrix(
    S: Matrix,
    strategy: ReconciliationStrategy,
    options?: { residualCovariance?: Matrix; ridge?: number },
): Matrix
Compute the projection matrix P (n × m) for the given strategy.
Parameters
- S: Matrix
  The m × n summing matrix.
- strategy: ReconciliationStrategy
  The reconciliation strategy.
- Optionaloptions: { residualCovariance?: Matrix; ridge?: number }
  Strategy-specific parameters:
  
  residualCovariance — m × m covariance Matrix for MinT / WLS.
  
  ridge — ridge regularisation added to diagonal before inversion (default 1e-6).
Returns Matrix
The n × m projection matrix P.
- Defined in packages/timesfm-hierarchical/src/reconciliation.ts:159