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

In seonjoo/sparsemediation: Sparse Mediation For High-Dimensional Mediators

Description

This is a miscelaneous function.

Usage

ginv.largep(x.c, sqrtmat = TRUE, sqrtinvmat = TRUE)

Arguments

x.c	a data matrix (n x p)
sqrtmat	(default = TRUE) return square root of the covariance matrix
sqrtinvmat	(default = TRUE) return invere of the squared root of the covariance matrix

Value

squareroot of matrix

Author(s)

Seonjoo Lee, [e-mail]

References

TBA

Examples

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

seonjoo/sparsemediation documentation built on June 8, 2019, 1:50 a.m.