R/mat.sqrt.inv.R

In geesmv: Modified Variance Estimators for Generalized Estimating Equations

Defines functions mat.sqrt.inv

Documented in mat.sqrt.inv

mat.sqrt.inv <-
function(A)
{
   ei<-eigen(A)
   d<-ei$values
   d<-(d+abs(d))/2
   d2<-1 / sqrt(d)
   d2[d == 0]<-0
   ans<-ei$vectors %*% diag(d2) %*% t(ei$vectors)
   return(ans)
}

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