symmetrize

Given an input matrix, symmetrize by taking average of lower and upper triangular components as \(A + A^\top\).

Kernel smoothing for Wishart random matrices described in Daayeb, Khardani and Ouimet (2025) <doi:10.48550/arXiv.2506.08816>, Gaussian and log-Gaussian models using least square or likelihood cross validation criteria for optimal bandwidth selection.

Leo Belzile

Kernel Density Estimation for Random Symmetric Positive Definite
Matrices

Frederic Ouimet

symmetrize function

<dl><dt>A</dt>
<dd>square matrix</dd></dl>

Arguments

Symmetrize matrix — symmetrize

<dl>

<dt>A</dt>
<dd>square matrix</dd>

</dl>

symmetrize: Symmetrize matrix

Description

Usage

Value

Arguments