gclm.lowertri: Recover lower triangular GCLM
In gclm: Graphical Continuous Lyapunov Models

Recover the only lower triangular stable matrix B such that Sigma (Σ) is the solution of the associated continuous Lyapunov equation:

BΣ + Σ B' + C = 0

1	gclm.lowertri(Sigma, P = solve(Sigma), C = diag(nrow = nrow(Sigma)))

`Sigma`	covariance matrix
`P`	the inverse of the covariance matrix
`C`	symmetric positive definite matrix

A stable lower triangular matrix

gclm documentation built on July 1, 2020, 10:35 p.m.

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