InvSqrt: Generalized inverse of a square root of a symetric...

Description Usage Arguments Author(s) See Also

Description

Gives the generalized inverse of a square root of a symetric semi-definite positive matrix

Usage

1
Inv.Sqrt(Sigma)

Arguments

Sigma

Matrix

Author(s)

D. Taouss & C. Francq

See Also

EbEEMGARCH Homepage of the documentation


TaoussD/EbEEMGARCH documentation built on May 9, 2019, 4:18 p.m.