sqrtm_robust {MultiATSM} | R Documentation |
Compute the square root of a matrix
Description
Compute the square root of a matrix
Usage
sqrtm_robust(m)
Arguments
m |
squared matrix (KxK) |
Value
squred matrix x (KxK) such that x
References
#' This function is a modified version of the "sqrtm_robust" function by Le and Singleton (2018).
"A Small Package of Matlab Routines for the Estimation of Some Term Structure Models."
(Euro Area Business Cycle Network Training School - Term Structure Modelling).
Available at: https://cepr.org/40029
[Package MultiATSM version 1.1.0 Index]