chol.rvar: Cholesky decomposition of random matrix

Description Usage Arguments Value

View source: R/rvar-math.R

Description

Cholesky decomposition of an rvar containing a matrix.

Usage

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## S3 method for class 'rvar'
chol(x, ...)

Arguments

x

(rvar) A 2-dimensional rvar.

...

Additional parameters passed on to chol.tensor()

Value

An rvar containing the upper triangular factor of the Cholesky decomposition, i.e., the matrix R such that R'R = x.


posterior documentation built on Sept. 9, 2021, 5:07 p.m.