dchol2par.elem: Derivative of transform Cholesky decomposition to covariance...

In depCensoring: Statistical Methods for Survival Data with Dependent Censoring

Derivative of transform Cholesky decomposition to covariance matrix element.

Description

This function defines the derivative of the transformation function that maps Cholesky parameters to a covariance matrix element. This function is used in dchol2par.R.

Usage

dchol2par.elem(k, q, a, b, par.chol1)

Arguments

k	The row index of the parameter with respect to which to take the derivative.
q	the column index of the parameter with respect to which to take the derivative.
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

Derivative of the function that transforms the cholesky parameters to the specified element of the covariance matrix, evaluated at the specified arguments.

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