cov2vec: Transform a variance matrix into a vector
In gmmsslm: Semi-Supervised Gaussian Mixture Model with a Missing-Data Mechanism
cov2vec R Documentation
Transform a variance matrix into a vector
Description
Transform a variance matrix into a vector i.e., Sigma=R^T*R
Usage
cov2vec(sigma)
Arguments
sigma
A p\times p variance matrix
Details
The variance matrix is decomposed by computing the Choleski factorization of a real symmetric positive-definite square matrix.
Then, storing the upper triangular factor of the Choleski decomposition into a vector.
Value
par A vector representing a variance matrix
gmmsslm documentation built on June 8, 2025, 2 p.m.
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| cov2vec | R Documentation |
Transform a variance matrix into a vector
Description
Transform a variance matrix into a vector i.e., Sigma=R^T*R
Usage
cov2vec(sigma)
Arguments
sigma |
A |
Details
The variance matrix is decomposed by computing the Choleski factorization of a real symmetric positive-definite square matrix. Then, storing the upper triangular factor of the Choleski decomposition into a vector.
Value
par A vector representing a variance 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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