ginv.largep: Compute inverse, squareroot and inverse of the square root of...

Description Usage Arguments Value Author(s) References Examples

View source: R/ginv.largep.R

Description

Compute inverse, squareroot and inverse of the square root of the covariance

Usage

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ginv.largep(x.c, sqrtmat = TRUE, sqrtinvmat = TRUE, thresh = 10^{
    -20
})

Arguments

thresh

(default=10^-20) Threshold for eigen values

mat

One-dimensional predictor

Value

squareroot of matrix

Author(s)

Seonjoo Lee, sl3670@cumc.columbia.edu

References

TBA

Examples

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set.seed(1234)
x=scale(matrix(100*20,100,20),center=TRUE, scale=FALSE)
ginv.largep(x)

seonjoo/smm documentation built on Feb. 11, 2021, 5:54 a.m.