| basecor-utils | R Documentation |
Functions used by/to basecor
cholcor(theta, p, iLtheta, parametrization = "cpc")
theta |
numeric parameter vector. |
p |
integer with the dimension, the number of rows/columns of the correlation matrix. |
iLtheta |
integer vector to specify the (vectorized) position
where 'theta' will be placed in the (lower triangle) Cholesky
factorization of the correlation matrix. Default
(missing, or if NULL) and assumes |
parametrization |
character to specify the parametrization used. The available ones are "cpc" (or "CPC") or "sap" (or "SAP"). See Details. The default is "cpc". |
matrix with lower triangle as the Cholesky factor
of a correlation matrix, and atttibutes:
parametrization ("cpc" or "sap"), "theta"
the parameter vector under the parametrization,
"iLtheta" the index in the lower triangle matrix for theta,
"logDeterminant" the log determinant for the correlation matrix.
cholcor(): Build the (lower) Cholesky for a correlation matrix
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