chol2par.elem: Transform Cholesky decomposition to covariance matrix...

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

Transform Cholesky decomposition to covariance matrix parameter element.

Description

This function transforms the parameters of the Cholesky de- composition to a covariance matrix element. This function is used in chol2par.R.

Usage

chol2par.elem(a, b, par.chol1)

Arguments

a	The row index of the covariance matrix element to be computed.
b	The column index of the covariance matrix element to be computed.
par.chol1	The vector of Cholesky parameters.

Value

Specified element of the covariance matrix resulting from the provided Cholesky decomposition.

depCensoring documentation built on April 4, 2025, 1:52 a.m.