dynr.ldl: LDL Decomposition for Matrices
In dynr: Dynamic Models with Regime-Switching
dynr.ldl R Documentation
LDL Decomposition for Matrices
Description
LDL Decomposition for Matrices
Usage
dynr.ldl(x)
Arguments
x
a numeric matrix
This is a wrapper function around the chol function.
The goal is to factor a square, symmetric, positive (semi-)definite matrix into the product of a lower triangular matrix, a diagonal matrix, and the transpose of the lower triangular matrix.
The value returned is a lower triangular matrix with the elements of D on the diagonal.
Value
A matrix
dynr documentation built on May 29, 2024, 2:49 a.m.
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| dynr.ldl | R Documentation |
LDL Decomposition for Matrices
Description
LDL Decomposition for Matrices
Usage
dynr.ldl(x)
Arguments
x |
a numeric matrix This is a wrapper function around the |
Value
A matrix
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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