eigenvaluesV: Matrix Of Eigenvalues Of A List Of Symetric Matrices

Description Usage Arguments Value References

Description

Computation of the eigenvalues of each matrix Vj in the case of two random effects (random =c(1,2)), done via eigen

Usage

1

Arguments

V

list of matrices Vj

Value

eigenvalues

Matrix of 2 rows and as much columns as matrices V

References

See Bidimensional random effect estimation in mixed stochastic differential model, C. Dion and V. Genon-Catalot, Stochastic Inference for Stochastic Processes 2015, Springer Netherlands, 1–28


charlottedion/mixedsde documentation built on May 13, 2019, 3:35 p.m.