undiff_Sigma: Transform differenced to non-differenced error term...
In RprobitB: Bayesian Probit Choice Modeling

undiff_Sigma

R Documentation

Transform differenced to non-differenced error term covariance matrix

This function transforms the differenced error term covariance matrix Sigma back to a non-differenced error term covariance matrix.

undiff_Sigma(Sigma, i, checks = TRUE, pos = TRUE, labels = TRUE)

`Sigma`	An error term covariance matrix of dimension `J-1` x `J-1` which was differenced with respect to alternative `i`.
`i`	An integer, the alternative number with respect to which `Sigma` was differenced.
`checks`	If `TRUE` the function runs additional input and transformation checks.
`pos`	If `TRUE` the function returns a positive matrix.
`labels`	If `TRUE` the function adds labels to the output matrix.