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duncanwerner edited this page Jul 12, 2014
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You are writing an Excel spreadsheet with some matrices. Excel supports some matrix operations (did you know?) but you need factorization, which is not available.
With the BERT add-in, adding factorization is easy:
Open the R source file in your favorite editor
Write a method in the source file
CHOLESKY<-function( mat ){ chol(mat) }
Tell BERT to update (it loads automatically on startup, but you need to reload changes)
Use the function in Excel
there's a handy tooltip
and now you can do your factorization! Using BERT, adding R functions to Excel is trivial.