invmatgen: Recursive computation of the inverse of a matrix
In FastCUB: Fast Estimation of CUB Models via Louis' Identity
invmatgen R Documentation
Recursive computation of the inverse of a matrix
Description
Compute the variance-covariance matrix of the incomplete score vector involved in Louis' identity for the observed information matrix
Usage
invmatgen(G,H,listE)
Arguments
G
Primary matrix for the sum decomposition of $G+H$
H
Secondary matrix for the sum decomposition of $G+H$
listE
Auxiliary matrices that sum up to H
Value
The inverse of matrix G + H computed recursively thanks to matrices listed in listE
References
Miller K. (1981). On the inverse of the sum of matrices,
Mathematics Magazine, 54, 67–72
See Also
fastCUB
FastCUB documentation built on May 29, 2024, 8:29 a.m.
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| invmatgen | R Documentation |
Recursive computation of the inverse of a matrix
Description
Compute the variance-covariance matrix of the incomplete score vector involved in Louis' identity for the observed information matrix
Usage
invmatgen(G,H,listE)
Arguments
G |
Primary matrix for the sum decomposition of $G+H$ |
H |
Secondary matrix for the sum decomposition of $G+H$ |
listE |
Auxiliary matrices that sum up to H |
Value
The inverse of matrix G + H computed recursively thanks to matrices listed in listE
References
Miller K. (1981). On the inverse of the sum of matrices,
Mathematics Magazine, 54, 67–72
See Also
fastCUB
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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