[R] inverse function for positive definite matrix
Yulei He
yuleih at umich.edu
Fri Oct 31 02:39:57 CET 2003
Hi, there.
Can anyone tell me inverse function for positive definite matrix in R? In
GAUSS, this function is called invpd and is known to be faster than the
normal inverse function.
Thanks!
Yulei
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Yulei He
1586 Murfin Ave. Apt 37
Ann Arbor, MI 48105-3135
yuleih at umich.edu
734-647-0305(H)
734-763-0421(O)
734-763-0427(O)
734-764-8263(fax)
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