Jacobian: Jacobian matrix for transformation functions

In CovCorTest: Statistical Tests for Covariance and Correlation Matrices and their Structures

Jacobian matrix for transformation functions

Description

A function which calculates the Jacobian matrix for a given transformation function subdiagonal_mean_ratio_cor or subdiagonal_mean_ratio_fct

Usage

Jacobian(X, a, d, p, fun)

Arguments

X	vectorized covariance matrix for which the Jacobian matrix is applied
a	vector containing the indices which belong to the diagonal of the covariance matrix
d	dimension of the covariance matrix
p	dimension of the vectorized matrix
fun	transformation function, that should be used. subdiagonal_mean_ratio_fct or subdiagonal_mean_ratio_cor

Value

the Jacobian matrix applied for the given vector

CovCorTest documentation built on June 8, 2025, 11:50 a.m.