factor_covariance: Compute the square-root and inverse square-root of a...
In restrictedMVN: Multivariate Normal Restricted by Affine Constraints
Description
Compute the square-root and inverse square-root of a non-negative definite matrix.
Usage
1
factor_covariance(S, rank = NA)
Arguments
S
matrix
rank
rank of svd
restrictedMVN documentation built on May 1, 2019, 7:39 p.m.
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Description
Compute the square-root and inverse square-root of a non-negative definite matrix.
Usage
1 | factor_covariance(S, rank = NA)
|
Arguments
S |
matrix |
rank |
rank of svd |
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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