vec2cov: Transform a vector into a matrix
In gmmsslm: Semi-Supervised Gaussian Mixture Model with a Missing-Data Mechanism
vec2cov R Documentation
Transform a vector into a matrix
Description
Transform a vector into a matrix i.e., Sigma=R^T*R
Usage
vec2cov(par)
Arguments
par
A vector representing a 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
sigma A variance matrix
gmmsslm documentation built on June 8, 2025, 2 p.m.
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| vec2cov | R Documentation |
Transform a vector into a matrix
Description
Transform a vector into a matrix i.e., Sigma=R^T*R
Usage
vec2cov(par)
Arguments
par |
A vector representing a 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
sigma 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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