https://github.com/cran/mvtBinaryEP
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Tip revision: e03023db232593f436717e7be27d1c52d9865644 authored by Kunthel By on 18 February 2009, 00:00 UTC
version 1.0
Tip revision: e03023d
R.to.rootS.R
`R.to.rootS` <-
function(mu, R, crit=1e-6, maxiter=20)
{
    list1 <-  tetra(u = mu, R = R, crit = crit, maxiter = maxiter)
    list1$Sigma <- u21(list1$Sigma)
    if (list1$fail)
    {
        warning("TETRA() didn't converge")
        return( list( rootSigma=NULL, sigma=NULL, pd = NA, sp = F, i=list1$locFail[1],
               j=list1$locFail[2])  )
    }
    pd <- isPosDef(list1$Sigma)
    if (pd)
    {
        return( list(rootSigma=chol(list1$Sigma), sigma=NULL, pd = T, sp = T,
                     i=list1$locFail[1], j=list1$locFail[2])  )
    }
    else
    {
        return( list(rootSigma=NULL, sigma=list1$Sigma, pd = F, sp = T,
                     i=list1$locFail[1], j=list1$locFail[2])  )
    }
}

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