mhalf

Returns the unique symmetric positive definite square root matrix
of a provided symmetric positive definite matrix.

A collection of functions for Kronecker structured covariance
estimation and testing under the array normal model. For estimation,
maximum likelihood and Bayesian equivariant estimation procedures are
implemented. For testing, a likelihood ratio testing procedure is
available. This package also contains additional functions for manipulating
and decomposing tensor data sets. This work was partially supported by NSF
grant DMS-1505136. Details of the methods are described in
Gerard and Hoff (2015) <doi:10.1016/j.jmva.2015.01.020> and
Gerard and Hoff (2016) <doi:10.1016/j.laa.2016.04.033>.

David Gerard

tensr

Covariance Inference and Decompositions for Tensor Datasets

Peter Hoff

mhalf function

<dl><dt>M</dt>
<dd>A symmetric positive definite matrix.</dd></dl>

Arguments

Author

The symmetric square root of a positive definite matrix. — mhalf

<dl>

<dt>M</dt>
<dd>A symmetric positive definite matrix.</dd>

</dl>

mhalf: The symmetric square root of a positive definite matrix.

Description

Usage

Value

Arguments

Author

Examples