mc_derivative_C_rho: Derivative of C with respect to rho.

In mcglm: Multivariate Covariance Generalized Linear Models

Derivative of C with respect to rho.

Description

Compute the derivative of the C matrix with respect to the correlation parameters rho.

Usage

mc_derivative_C_rho(
  D_Sigmab,
  Bdiag_chol_Sigma_within,
  t_Bdiag_chol_Sigma_within,
  II
)

Arguments

D_Sigmab	A matrix.
Bdiag_chol_Sigma_within	A block-diagonal matrix.
t_Bdiag_chol_Sigma_within	A block-diagonal matrix.
II	A diagonal matrix.

Details

It is an internal function used to build the derivatives of the C matrix.

Value

A list of matrices. The function returns a list of matrices corresponding to the derivatives of the variance-covariance matrix with respect to the correlations parameters rho. The returned object is intended for internal use only.

Author(s)

Wagner Hugo Bonat

mcglm documentation built on Jan. 9, 2026, 1:07 a.m.