[R] matrix^(-1/2)

[David Winsemius]

On Oct 31, 2009, at 9:33 PM, David Winsemius wrote:

>
> On Oct 31, 2009, at 4:39 PM, Kajan Saied wrote:
>
>> Dear R-Help Team,
>>
>> as a R novice I have a (maybe for you very simple question), how do  
>> I get
>> the following solved in R:
>>
>> Let R be a n x n matrix:
>>
>> \mid R\mid^{-\frac{1}{2}}
>>
>> solve(A) gives me the inverse of the matrix R, however not the  
>> ^(-1/2) of
>> the matrix...
>
> GIYF: (and Bill Venables if friendly, too.)
>
> http://www.lmgtfy.com/?q=powers+of+matrix+r-project

I had assumed that the first hit I got:

https://stat.ethz.ch/pipermail/r-help/2008-April/160662.html

...  would be the first hit anybody got, but that's not necessarily  
true now and especially for the future. And further searching within  
the results produced this more recent Maechler posting:

https://stat.ethz.ch/pipermail/r-devel/2008-April/048969.html

For the Mac users, there appears to be no binary, but the source  
compiles without error on a 64-bit version of R 2.10.0:

install.packages("expm",repos="http://R-Forge.R-project.org",  
type="source")

#The suggested code throws an error, so my very minor revision would be:

  library(expm)
     ?"%^%"

-- 
David Winsemius, MD
Heritage Laboratories
West Hartford, CT