Sqrt: Square root of a symetric semi-definite positive matrix
In TaoussD/EbEEMGARCH: Estimating MGARCH(1,1) model equation by equation
Description
Usage
Arguments
Author(s)
See Also
Description
Gives the square root of a symetric semi-definite positive matrix
Usage
1
Sqrt(Sigma)
Arguments
Sigma
symetric semi-definite positive 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.
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Description Usage Arguments Author(s) See Also
Description
Gives the square root of a symetric semi-definite positive matrix
Usage
1 | Sqrt(Sigma)
|
Arguments
Sigma |
symetric semi-definite positive matrix |
Author(s)
D. Taouss & C. Francq
See Also
EbEEMGARCH Homepage of the documentation
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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