[R] chol2inv question

[Peter Dalgaard BSA]

"cwu" <cwu at fcu.edu.tw> writes:

> Hi there,
> 
> Please help me this out.
> 
> > m
>      [,1] [,2]
> [1,]  1.1  1.0
> [2,]  1.0  1.1
> > chol2inv(m)
>            [,1]       [,2]
> [1,]  1.5094597 -0.7513148
> [2,] -0.7513148  0.8264463

What's the trouble? Are you aware that me is expected to contain a
Choleski factor in the upper triangle? 

> m
     [,1] [,2]
[1,]  1.1  1.0
[2,]  0.0  1.1
> t(m)%*%m 
     [,1] [,2]
[1,] 1.21 1.10
[2,] 1.10 2.21
> chol(t(m)%*%m)
     [,1] [,2]
[1,]  1.1  1.0
[2,]  0.0  1.1
> solve(t(m)%*%m)
           [,1]       [,2]
[1,]  1.5094597 -0.7513148
[2,] -0.7513148  0.8264463


-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907
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