root.matrix: Root of a Matrix

Description Usage Arguments Value Examples

View source: R/matrix.R

Description

Computes the root of a symmetric and positive semidefinite matrix.

Usage

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Arguments

X

a symmetric and positive semidefinite matrix

Value

a symmetric matrix of same dimensions as X

Examples

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X <- matrix(c(1,2,2,8), ncol=2)
test <- root.matrix(X)
## control results
X
test %*% test

strucchangeRcpp documentation built on May 26, 2021, 9:06 a.m.