On Thu, 8 Apr 2010, arindam fadikar wrote:
On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius <dwinsem...@comcast.net>wrote:
On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote:
Dear users,
How to get a symmetric square root of a positive definite matrix? I have
tried using spectral decomposition, but some eigen values come out to be
complex. Is there any function in R that can give the symmetric square
root
of a pd matrix?
require(expm)
?sqrtm
expm is not a package, but a function which gives exp of a matrix, and i
dont get any result from ?sqrtm. Please help.
install.packages("expm", repos="http://R-Forge.R-project.org")
HTH,
Chuck
--
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India
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David Winsemius, MD
West Hartford, CT
--
Arindam Fadikar
M.Stat
Indian Statistical Institute.
New Delhi, India
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Charles C. Berry (858) 534-2098
Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/ La Jolla, San Diego 92093-0901
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
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