View source: R/mc_derivative_C_rho.R
mc_derivative_C_rho | R Documentation |
Compute the derivative of the C matrix with respect to the correlation parameters rho.
mc_derivative_C_rho( D_Sigmab, Bdiag_chol_Sigma_within, t_Bdiag_chol_Sigma_within, II )
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. |
It is an internal function used to build the derivatives of the C matrix.
A matrix.
Wagner Hugo Bonat
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