root.matrix

a symmetric and positive semidefinite matrix

Computes the root of a symmetric and positive semidefinite matrix.

algebra

A fast implementation with additional experimental features for
testing, monitoring and dating structural changes in (linear)
regression models. 'strucchangeRcpp' features tests/methods from
the generalized fluctuation test framework as well as from
the F test (Chow test) framework. This includes methods to
fit, plot and test fluctuation processes (e.g. cumulative/moving
sum, recursive/moving estimates) and F statistics, respectively.
These methods are described in Zeileis et al. (2002)
<doi:10.18637/jss.v007.i02>.
Finally, the breakpoints in regression models with structural
changes can be estimated together with confidence intervals,
and their magnitude as well as the model fit can be evaluated
using a variety of statistical measures.

Dainius Masiliunas

strucchangeRcpp

Testing, Monitoring, and Dating Structural Changes: C++ Version

Achim Zeileis

Marius Appel

Friedrich Leisch

Kurt Hornik

Christian Kleiber

Andrei Mirt

Bruce Hansen

root.matrix function

<dl> <dt>X</dt>
<dd>a symmetric and positive semidefinite matrix</dd></dl>

Arguments

Root of a Matrix — root.matrix

<dl>

 <dt>X</dt>
<dd>a symmetric and positive semidefinite matrix</dd>

</dl>

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root.matrix: Root of a Matrix

Description

Usage

Value

Arguments

Examples