[R] Raising a matrix to the (-1/2) power.

jmrossbach nova_2099 at hotmail.com
Sun Apr 27 15:04:56 CEST 2008

Hi, I need to raise a correlation matrix; R; to the negative one half power.
i.e. I need to find R^(-1/2)

eg: if R=[{1,.4},{.4,1}], then R^(-1/2)=[{1.0681,-.2229},
{-.2229,1.0681}]where matrix=[{row1},{row2}]

And are there any built in functions to do this?  mtx.exp doesn't work
because it's not raised to a positive integer

Thank you so much.
View this message in context: http://www.nabble.com/Raising-a-matrix-to-the-%28-1-2%29-power.-tp16923522p16923522.html
Sent from the R help mailing list archive at Nabble.com.

More information about the R-help mailing list