chol2par: Transform Cholesky decomposition to covariance matrix
In depCensoring: Statistical Methods for Survival Data with Dependent Censoring
View source: R/ParamTransfoCompRisks.R
chol2par R Documentation
Transform Cholesky decomposition to covariance matrix
Description
This function transforms the parameters of the Cholesky de-
composition to the covariance matrix, represented as a the row-wise con-
catenation of the upper-triangular elements.
Usage
chol2par(par.chol1)
Arguments
par.chol1
The vector of Cholesky parameters.
Value
Covariance matrix corresponding to the provided Cholesky decomposition.
depCensoring documentation built on April 4, 2025, 1:52 a.m.
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View source: R/ParamTransfoCompRisks.R
| chol2par | R Documentation |
Transform Cholesky decomposition to covariance matrix
Description
This function transforms the parameters of the Cholesky de- composition to the covariance matrix, represented as a the row-wise con- catenation of the upper-triangular elements.
Usage
chol2par(par.chol1)
Arguments
par.chol1 |
The vector of Cholesky parameters. |
Value
Covariance matrix corresponding to the provided Cholesky decomposition.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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