mc_derivative_C_rho: Derivative of C with respect to rho.

View source: R/mc_derivative_C_rho.R

mc_derivative_C_rhoR Documentation

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 matrix.

Author(s)

Wagner Hugo Bonat


mcglm documentation built on Sept. 16, 2022, 1:06 a.m.