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

View source: R/ParamTransfoCompRisks.R

dchol2parR Documentation

Derivative of transform Cholesky decomposition to covariance matrix.

Description

This function defines the derivative of the transformation function that maps Cholesky parameters to the full covariance matrix.

Usage

dchol2par(par.chol1)

Arguments

par.chol1

The vector of Cholesky parameters.

Value

Derivative of the function that transforms the cholesky parameters to the full covariance matrix.


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