build_var_mat: Reconstruct variance matrix L from L_params

In choicer: Discrete Choice Models for Economic Applications

Reconstruct variance matrix L from L_params

Description

Reconstruct variance matrix L from L_params

Usage

build_var_mat(L_params, K_w, rc_correlation)

Arguments

L_params	flattened choleski decomposition version of the random coefficient parameters matrix
K_w	dimension of the random coefficient parameter (symmetric) matrix
rc_correlation	whether random coefficients are correlated

Value

matrix equal to LL', where L is the choleski decomposition of random coefficient matrix

Examples

L_params <- c(log(1.0), 0.3, log(0.5))
Sigma <- choicer:::build_var_mat(L_params, K_w = 2, rc_correlation = TRUE)
Sigma  # 2x2 covariance matrix

choicer documentation built on Sept. 5, 2026, 1:07 a.m.