Re: [R] square root of inverse

2010-04-08 Thread David Winsemius
On Apr 8, 2010, at 11:28 AM, arindam fadikar wrote: On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius > 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 so

Re: [R] square root of inverse

2010-04-08 Thread Charles C. Berry
On Thu, 8 Apr 2010, arindam fadikar wrote: On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius 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 valu

Re: [R] square root of inverse

2010-04-08 Thread baptiste auguie
try this, install.packages("expm", repos="http://R-Forge.R-project.org";) On 8 April 2010 17:28, arindam fadikar wrote: > On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius wrote: > >> >> On Apr 8, 2010, at 1:45 AM, arindam fadikar wrote: >> >>  Dear users, >>> >>> How to get a symmetric square roo

Re: [R] square root of inverse

2010-04-08 Thread arindam fadikar
On Thu, Apr 8, 2010 at 5:38 PM, David Winsemius 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 t

Re: [R] square root of inverse

2010-04-08 Thread David Winsemius
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

[R] square root of inverse

2010-04-07 Thread arindam fadikar
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? -- Arindam Fadikar M.Stat Indian Statistical I