chol_tridiag_upper: Upper Cholesky decomposition of a tridiagonal matrix.
In irregulAR1: Functions for Irregularly Sampled AR(1) Processes
Description
Usage
Arguments
Value
Examples
Description
Creates the lower Cholesky decomposition of a tridiagonal matrix. The
decomposition will be a sparse lower triangular matrix with non-zero
elements only on the main diagonal and the diagonal below it.
Usage
1
Arguments
Q
A square tridiagonal matrix.
Value
A sparse square matrix with the same size as the input matrix.
Examples
1
2
3
4
5
6
library(Matrix)
times <- c(1, 4:5, 7)
rho <- 0.5
sigma <- 1
Q <- ar1_prec_irregular(times, rho, sigma)
chol_tridiag_upper(Q)
irregulAR1 documentation built on May 2, 2019, 8:49 a.m.
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Description Usage Arguments Value Examples
Description
Creates the lower Cholesky decomposition of a tridiagonal matrix. The decomposition will be a sparse lower triangular matrix with non-zero elements only on the main diagonal and the diagonal below it.
Usage
1 |
Arguments
Q |
A square tridiagonal matrix. |
Value
A sparse square matrix with the same size as the input matrix.
Examples
1 2 3 4 5 6 | library(Matrix)
times <- c(1, 4:5, 7)
rho <- 0.5
sigma <- 1
Q <- ar1_prec_irregular(times, rho, sigma)
chol_tridiag_upper(Q)
|
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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