Description Usage Arguments Details Value Examples

Multiplies the Choleski decomposition of the Toeplitz matrix with another matrix, or solves a system of equations with the Cholesky factor.

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`Z` |
Length- |

`acf` |
Length- |

`X` |
Length- |

If `C == t(chol(toeplitz(acf)))`

, then `cholZX`

computes `C %*% Z`

and `cholZX`

computes `solve(C, X)`

. Both functions use the Durbin-Levinson algorithm.

Size `N x p`

residual or observation matrix.

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SuperGauss documentation built on May 1, 2019, 7:58 p.m.

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