root.matrix: Root of a Matrix
In strucchange: Testing, Monitoring, and Dating Structural Changes
root.matrix R Documentation
Root of a Matrix
Description
Computes the root of a symmetric and positive semidefinite matrix.
Usage
root.matrix(X)
Arguments
X
a symmetric and positive semidefinite matrix
Value
a symmetric matrix of same dimensions as X
Examples
X <- matrix(c(1,2,2,8), ncol=2)
test <- root.matrix(X)
## control results
X
test %*% test
strucchange documentation built on June 15, 2022, 9:09 a.m.
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| root.matrix | R Documentation |
Root of a Matrix
Description
Computes the root of a symmetric and positive semidefinite matrix.
Usage
root.matrix(X)
Arguments
X |
a symmetric and positive semidefinite matrix |
Value
a symmetric matrix of same dimensions as X
Examples
X <- matrix(c(1,2,2,8), ncol=2) test <- root.matrix(X) ## control results X test %*% test
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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