[Gretl-devel] Re: fractional power of pos-def matrix
On Fri, 26 Feb 2021, Sven Schreiber wrote:
Hi,
I just stumbled over old hansl code by Jack that implements the
fractional power of a pd matrix (see at the end). The comment hints at
the plan to integrate this somewhere, but it never happened. Should it
go into the 'extra' addon?
It's now in git, under the name "psdpwr" (because in fact it applies to
positive SEMI-definite matrices). If you're ok with it I'll write the
documentation as soon as I get the chance to.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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