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. The matrices are the derivative of the Cholesky decomposition
of Sigma or its inverse with respect to the dispersion parameters.
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.
R Package Documentation
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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. The matrices are the derivative of the Cholesky decomposition of Sigma or its inverse with respect to the dispersion parameters. The returned object is intended for internal use only.
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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