unwind: Unwinds variance matrix to a vector
In pmwg: Particle Metropolis Within Gibbs
Description
Usage
Arguments
Value
Description
Takes a variance matrix and unwind to a vector via Cholesky decomposition
then take the log of the diagonal.
Usage
1
Arguments
var_matrix
A variance matrix
Value
The unwound matrix as a vector
pmwg documentation built on Feb. 17, 2021, 9:07 a.m.
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Description Usage Arguments Value
Description
Takes a variance matrix and unwind to a vector via Cholesky decomposition then take the log of the diagonal.
Usage
1 |
Arguments
var_matrix |
A variance matrix |
Value
The unwound matrix as a vector
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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