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Returns M^power.
matpower(M, pow)
symmetric matrix
power
Returns
The function computes M^power for a symmetric matrix M.
# NOT RUN { X <- matrix(rnorm(100), c(20,5)) matpower(cov(X), -0.5) ## returns cov(X)^-0.5 %*% cov(X)^-0.5 = cov(X)^-1. # }
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