symmetrize {calibrator} | R Documentation |
Symmetrize an upper triangular matrix by copying the upper triangular elements into the lower triangular places
symmetrize(a)
a |
Upper triangular matrix to be symmetrized |
Also works for lower triangular matrices
Robin K. S. Hankin
jj <- matrix(rnorm(50),10,5)
X <- crossprod(jj,jj) # X has a Wishart distribution (and in
# particular is positive definite)
chol(X)
symmetrize(chol(X))