r - 错误消息：协方差矩阵的 LDL' Bunch-Kaufman 分解

Question

我是 R-Matrix 的新手。我正在尝试使用 R-function BunchKaufman(x, ...) http://stat.ethz.ch/R-manual/R-devel/library/Matrix/html/BunchKaufman-将奇异协方差矩阵分解为 LDL' 形式方法.html

请帮助我通过尾随“功能错误......”的一垒

A <- matrix( c( 0.184, 0.228, 0.252, 0.022, -0.022, 0.228, 1.053, 0.142, 0.106, -0.106,
+ 0.252, 0.142, 0.382, 0.015, -0.015, 0.022, 0.106, 0.015, 0.055, -0.055, 
+ -0.022, -0.106, -0.015, -0.055, 0.055), ncol=5, nrow=5)
BunchKaufman(A)
Error in function (classes, fdef, mtable)  : 
  unable to find an inherited method for function ‘BunchKaufman’ for signature ‘"matrix"’

Answer 1

以下作品：

A <- forceSymmetric(A)

syA <- new("dsyMatrix", A , Dim = as.integer(c(nrow(A),nrow(A))) , uplo = "L" )

邦奇考夫曼(syA)