prec_to_cov: Get covariance matrix from precision matrix
In TheoMichelot/hmmTMB: Fit Hidden Markov Models using Template Model Builder
prec_to_cov R Documentation
Get covariance matrix from precision matrix
Description
The covariance matrix is the inverse of the precision matrix. By default,
the function solve is used for inversion. If it fails (e.g.,
singular system), then MASS::ginv is used instead, and returns the
Moore-Penrose generalised inverse of the precision matrix.
Usage
prec_to_cov(prec_mat)
Arguments
prec_mat
Precision matrix (either of 'matrix' type
or sparse matrix on which as.matrix can be used)
Value
Precision matrix
TheoMichelot/hmmTMB documentation built on Dec. 13, 2024, 11:52 a.m.
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| prec_to_cov | R Documentation |
Get covariance matrix from precision matrix
Description
The covariance matrix is the inverse of the precision matrix. By default,
the function solve is used for inversion. If it fails (e.g.,
singular system), then MASS::ginv is used instead, and returns the
Moore-Penrose generalised inverse of the precision matrix.
Usage
prec_to_cov(prec_mat)
Arguments
prec_mat |
Precision matrix (either of 'matrix' type or sparse matrix on which as.matrix can be used) |
Value
Precision matrix
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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