comp_chol | R Documentation |
Cholesky decomposition
comp_chol(C, M)
C |
matrix to be filled out with the cholesky of M |
M |
symmetric positive definite matrix for which the upper triangle of the cholesky is to be computed |
nugget |
small positive constant to be added to the diagonal for numerical stability |
set C equal to the matrix square root of M
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.