get_symmetric_sqrt: Calculate symmetric square root matrix of a positive definite...
In gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models
get_symmetric_sqrt R Documentation
Calculate symmetric square root matrix of a positive definite covariance
matrix
Description
get_symmetric_sqrt calculates symmetric square root matrix
of a positive definite covariance matrix
Usage
get_symmetric_sqrt(Omega)
Arguments
Omega
a positive definite covariance matrix
Value
a vectorized symmetric square root matrix of the matrix Omega.
Warning
No argument checks!
gmvarkit documentation built on Nov. 15, 2023, 1:07 a.m.
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| get_symmetric_sqrt | R Documentation |
Calculate symmetric square root matrix of a positive definite covariance matrix
Description
get_symmetric_sqrt calculates symmetric square root matrix
of a positive definite covariance matrix
Usage
get_symmetric_sqrt(Omega)
Arguments
Omega |
a positive definite covariance matrix |
Value
a vectorized symmetric square root matrix of the matrix Omega.
Warning
No argument checks!
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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