[R] Exponentiate a matrix

Peter Dalgaard p.dalgaard at biostat.ku.dk
Thu Sep 21 17:50:48 CEST 2006


Dimitrios Rizopoulos <Dimitris.Rizopoulos at med.kuleuven.be> writes:

> > I don't think there's anything built in, but it's easy to write your own:
> 
> I think there was function mtx.exp() in the Malmig package, but it  
> seems that this package has been withdrawn from CRAN. An old version  
> appears to exist in:
> 
> http://r.meteo.uni.wroc.pl/src/contrib/Descriptions/Malmig.html
> 

There's expm in the Matrix package and MatrixExp in msm. Bit of an
overkill for P^3 though (an you need a matrix logarithm too).

-- 
   O__  ---- Peter Dalgaard             Øster Farimagsgade 5, Entr.B
  c/ /'_ --- Dept. of Biostatistics     PO Box 2099, 1014 Cph. K
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