root.matrix: Root of a Matrix
In strucchangeRcpp: Testing, Monitoring, and Dating Structural Changes: C++ Version
Description
Usage
Arguments
Value
Examples
Description
Computes the root of a symmetric and positive semidefinite matrix.
Usage
1
root.matrix(X)
Arguments
X
a symmetric and positive semidefinite matrix
Value
a symmetric matrix of same dimensions as X
Examples
1
2
3
4
5
X <- matrix(c(1,2,2,8), ncol=2)
test <- root.matrix(X)
## control results
X
test %*% test
strucchangeRcpp documentation built on Nov. 26, 2021, 5:28 p.m.
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Description Usage Arguments Value Examples
Description
Computes the root of a symmetric and positive semidefinite matrix.
Usage
1 | root.matrix(X)
|
Arguments
X |
a symmetric and positive semidefinite matrix |
Value
a symmetric matrix of same dimensions as X
Examples
1 2 3 4 5 | 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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