msqrt {quantreg.nonpar}

Square Root of Matrix by Spectral Decomposition

Description

Obtains the square root of a symmetric matrix by spectral decomposition.

Usage

msqrt(a)

Arguments

a

a matrix

Value

msqrt returns the square root of a symmetric matrix, obtained via spectral decomposition

Author(s)

Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val

See Also

npqr