mc_derivative_cholesky: Derivatives of the Cholesky decomposition
In mcglm: Multivariate Covariance Generalized Linear Models
View source: R/mc_derivative_cholesky.R
mc_derivative_cholesky R Documentation
Derivatives of the Cholesky decomposition
Description
This function compute the derivative of the Cholesky
decomposition.
Usage
mc_derivative_cholesky(derivada, inv_chol_Sigma, chol_Sigma)
Arguments
derivada
A matrix.
inv_chol_Sigma
A matrix.
chol_Sigma
A matrix.
Details
It is an internal function.
Value
A list of matrix.
Author(s)
Wagner Hugo Bonat
mcglm documentation built on Sept. 16, 2022, 1:06 a.m.
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/mc_derivative_cholesky.R
| mc_derivative_cholesky | R Documentation |
Derivatives of the Cholesky decomposition
Description
This function compute the derivative of the Cholesky decomposition.
Usage
mc_derivative_cholesky(derivada, inv_chol_Sigma, chol_Sigma)
Arguments
derivada |
A matrix. |
inv_chol_Sigma |
A matrix. |
chol_Sigma |
A matrix. |
Details
It is an internal function.
Value
A list of matrix.
Author(s)
Wagner Hugo Bonat
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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