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 $$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$ Yulei He 1586 Murfin Ave. Apt 37 Ann Arbor, MI 48105-3135 yuleih at umich.edu 734-647-0305(H) 734-763-0421(O) 734-763-0427(O) 734-764-8263(fax) $$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$$
> 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.see ?chol and ?chol2inv simon _____________________________________________________________________> Simon Wood simon at stats.gla.ac.uk www.stats.gla.ac.uk/~simon/ >> Department of Statistics, University of Glasgow, Glasgow, G12 8QQ >>> Direct telephone: (0)141 330 4530 Fax: (0)141 330 4814