sqrtpdm: Find the square root of a positive definite matrix
In hychen-uic/TEV: Total Explained Variation
sqrtpdm R Documentation
Find the square root of a positive definite matrix
Description
This function find a square root of the positive definite matrix by single value decomposition.
Usage
sqrtpdm(corr)
Arguments
corr
correlation or covariance matrix
Value
sqrtsig square root of a covariance matrix
hychen-uic/TEV documentation built on Jan. 24, 2025, 9:14 p.m.
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| sqrtpdm | R Documentation |
Find the square root of a positive definite matrix
Description
This function find a square root of the positive definite matrix by single value decomposition.
Usage
sqrtpdm(corr)
Arguments
corr |
correlation or covariance matrix |
Value
sqrtsig square root of a covariance matrix
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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