Root of singularity-corrected eigenvalue decomposition
Computes transposed eigenvectors of matrix m
times diagonal of
square root of eigenvalues so that eigenvalues smaller than 1e-6 are
set to 1e-6.
tdecomp(m)
m |
a symmetric matrix of minimum format 2*2. |
Thought for use in discrcoord
only.
a matrix.
Thought for use within discrcoord
only.
x <- rnorm(10) y <- rnorm(10) z <- cov(cbind(x,y)) round(tdecomp(z),digits=2)
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