get_symmetric_sqrt {gmvarkit} | R Documentation |
Calculate symmetric square root matrix of a positive definite covariance matrix
Description
get_symmetric_sqrt
calculates symmetric square root matrix
of a positive definite covariance matrix
Usage
get_symmetric_sqrt(Omega)
Arguments
Omega |
a positive definite covariance matrix |
Value
a vectorized symmetric square root matrix of the matrix Omega
.
Warning
No argument checks!
[Package gmvarkit version 2.1.3 Index]