jacobian_vech_Sigma: Utility to compute analytical Jacobian of random coefficient...
In choicer: Discrete Choice Models for Economic Applications

jacobian_vech_Sigma

R Documentation

Utility to compute analytical Jacobian of random coefficient matrix transformed by vech (dVech(Sigma) / dTheta)

Description

Utility to compute analytical Jacobian of random coefficient matrix transformed by vech (dVech(Sigma) / dTheta)

Usage

jacobian_vech_Sigma(L_params, K_w, rc_correlation = TRUE)

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

Jacobian (dVech(Sigma) / dTheta)

Examples

L_params <- c(log(0.8), 0.2, log(0.6))
J_mat <- choicer:::jacobian_vech_Sigma(L_params, K_w = 2, rc_correlation = TRUE)
dim(J_mat)  # 3 x 3 for K_w=2 correlated

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