symmetrize            package:calibrator            R Documentation

_S_y_m_m_e_t_r_i_z_e _a_n _u_p_p_e_r _t_r_i_a_n_g_u_l_a_r _m_a_t_r_i_x

_D_e_s_c_r_i_p_t_i_o_n:

     Symmetrize an upper triangular matrix by copying the upper
     triangular elements into the lower triangular places

_U_s_a_g_e:

     symmetrize(a)

_A_r_g_u_m_e_n_t_s:

       a: Upper triangular matrix to be symmetrized

_D_e_t_a_i_l_s:

     Also works for lower triangular matrices

_A_u_t_h_o_r(_s):

     Robin K. S. Hankin

_E_x_a_m_p_l_e_s:

     jj <- matrix(rnorm(50),10,5)
     X <- crossprod(jj,jj)    # X has a Wishart distribution (and in
                              # particular is positive definite)

     chol(X)
     symmetrize(chol(X))

