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Solution found... Sorry for not having known this,... Apparently, what I was after is called a "Choleski factorization". The solution pops right out of R, as follows: > M<-matrix(c(0.6098601, 0.2557882, 0.1857773, + 0.2557882, 0.5127065...
Thanks to both Doran and Spencer for your helpful answers. @Doran: I still have to parse your answer, as I'm not experienced enough to see immediately how it relates to my M. Sorry for being daft! I don't...
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