mhalf: Symmetric square root of a matrix
In MikeKozelMSU/mcmcFunc: run mcmc

Compute the symmetric square root of a matrix

mhalf(M)

`M`	a positive semidefinite matrix

This functions computes the symmetric square root of a postive semidefinite matrix.

Peter Hoff

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S<-rwish(diag(5))
Sh<-mhalf(S)
Sh%*%Sh

MikeKozelMSU/mcmcFunc documentation built on May 22, 2019, 5:31 p.m.

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