[R] geodesic distance

stefano iacus stefano.iacus at unimi.it
Thu Aug 3 11:14:43 CEST 2006


Hi,
has anyone ever seen implemented in R the following "geodesic"  
distance between positive definite pxp matrices A and B?

d(A,B) = \sum_{i=1}^p (\log \lambda_i)^2

were \lambda is the solution of det(A -\lambda B)  = 0

thanks
stefano



More information about the R-help mailing list