band1_backsolve: Backsolve with band 1 upper Cholesky.
In BenjaK/irregulAR1: Functions for Irregularly Sampled AR(1) Processes
Description
Usage
Arguments
Value
Examples
Description
Backsolve with band 1 upper Cholesky.
Usage
1
band1_backsolve(U, z)
Arguments
U
An upper triangular square matrix with non-zero entries only on the
main diagonal and the first superdiagonal.
z
A vector with as many elements as the number of rows of U.
Value
A vector.
Examples
1
2
3
4
Q <- ar1_prec(c(1, 3:4, 6), 0.5, 1)
U <- chol_tridiag_upper(Q)
z <- rnorm(nrow(U))
band1_backsolve(U, z)
BenjaK/irregulAR1 documentation built on May 30, 2019, 3:51 p.m.
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Description Usage Arguments Value Examples
Description
Backsolve with band 1 upper Cholesky.
Usage
1 | band1_backsolve(U, z)
|
Arguments
U |
An upper triangular square matrix with non-zero entries only on the main diagonal and the first superdiagonal. |
z |
A vector with as many elements as the number of rows of U. |
Value
A vector.
Examples
1 2 3 4 | Q <- ar1_prec(c(1, 3:4, 6), 0.5, 1)
U <- chol_tridiag_upper(Q)
z <- rnorm(nrow(U))
band1_backsolve(U, z)
|
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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