matrix_inverse {correlation} | R Documentation |
Performs a Moore-Penrose generalized inverse (also called the Pseudoinverse).
matrix_inverse(m, tol = .Machine$double.eps^(2/3))
m |
Matrix for which the inverse is required. |
tol |
Relative tolerance to detect zero singular values. |
An inversed matrix.
pinv from the pracma package
m <- cor(iris[1:4]) matrix_inverse(m)