sigma12: sigma12
In kloke/rbgee: Rank-based GEE fits

Description Usage Arguments Author(s) References Examples

Computes square root of matrix Sigma (using Spectral Decomposition).

1	sigma12(sigma)

sigma

Positive definite matrix.

Joseph W. McKean

Kloke and McKean (2014), Nonparametrics Using R, Boca Raton: Chapman-Hall.

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (sigma) 
{
    temp <- eigen(sigma, symmetric = TRUE)
    sigma12 <- temp$vectors %*% diag(temp$values^0.5) %*% t(temp$vectors)
    sigma12
  }