msr: Square matrix square-root

Description Usage Arguments Details Value

Description

Calculate the square-root of a square matrix.

Usage

1
msr(sqrmat, method = c("chol", "eigen"))

Arguments

sqrmat

A square matrix.

method

A method for calculating the matrix square-root.

Details

A square-root, S, of a square matrix, M, satisfies, M = t(S) %*% S.

Value

The matrix square-root.


rmv documentation built on May 2, 2019, 6:50 p.m.

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