mixtools (version 1.0.4)

matsqrt: Calculates the Square Root of a Diagonalizable Matrix

Description

Returns the square root of a diagonalizable matrix.

Usage

matsqrt(x)

Arguments

x

An nxn diagonalizable matrix.

Value

matsqrt returns the square root of x.

Details

This function is called by regcr.

See Also

regcr

Examples

a <- matrix(c(1, -0.2, -0.2, 1), 2, 2)
matsqrt(a)