> Can anyone tell me inverse function for positive definite matrix in R? In
> GAUSS, this function is called invpd and is known to be faster than the
> normal inverse function.

see ?chol and ?chol2inv

simon
_____________________________________________________________________
> Simon Wood [EMAIL PROTECTED]        www.stats.gla.ac.uk/~simon/
>>  Department of Statistics, University of Glasgow, Glasgow, G12 8QQ
>>>   Direct telephone: (0)141 330 4530          Fax: (0)141 330 4814

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