strucchange: root.matrix – R documentation

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root.matrix

Root of a Matrix

Description

Computes the root of a symmetric and positive semidefinite matrix.

Usage

root.matrix(X)

Arguments

`X`	a symmetric and positive semidefinite matrix

Value

a symmetric matrix of same dimensions as X

Examples

X <- matrix(c(1,2,2,8), ncol=2)
test <- root.matrix(X)
## control results
X
test %*% test

strucchange

Testing, Monitoring, and Dating Structural Changes

v1.5-2

GPL-2 | GPL-3

Authors

Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>), Friedrich Leisch [aut], Kurt Hornik [aut], Christian Kleiber [aut], Bruce Hansen [ctb], Edgar C. Merkle [ctb]

Initial release

2019-10-12