matsqrt:

In musto101/wilcox_R: What the package does (short line)

Usage

matsqrt(x)

Arguments

x

Examples

##---- 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 (x) 
{
    xev1 <- NA
    xe <- eigen(x)
    xe1 <- xe$values
    if (all(xe1 >= 0)) {
        xev1 <- diag(sqrt(xe1))
    }
    if (is.na(xev1[1])) 
        stop("The matrix has negative eigenvalues")
    xval1 <- cbind(xe$vectors)
    xval1i <- solve(xval1)
    y <- xval1 %*% xev1 %*% xval1i
    y
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.