Exponential-matrix covariance link function
Given a matrix
U the function
returns the exponential-matrix expm(U) and some auxiliares
matrices to compute its derivatives. This function is based on
the eigen-value decomposition it means that it is very slow.
A number specifing the dimension of the matrix U. Default
Logical defining the class of the output matrix. If
Logical defining if the inverse will be computed or not.
A list with Ω = expm(U) its inverse (if
inverse = TRUE) and auxiliares matrices to compute the
Wagner Hugo Bonat
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.