sqrtmat: Square root of nonsymmetric matrix

View source: R/sqrtmat.R

sqrtmatR Documentation

Square root of nonsymmetric matrix

Description

sqrtmat is used to calculate the square root of E_i - H_{ii}, which is an adjustment factor in Kauermann and Carroll-type method.

Usage

sqrtmat(M)

Arguments

M

Square matrix whose square root is to be computed.

Value

The square root of M

References

Kauermann, G. and Carroll, R. J. (2001). A note on the efficiency of sandwich covariance matrix estimation. Journal of the American Statistical Association, 96, 1387–1396, \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1198/016214501753382309")}.


geessbin documentation built on Sept. 11, 2024, 5:31 p.m.