gclm.lowertri: Recover lower triangular GCLM
In gherardovarando/clggm: Graphical Continuous Lyapunov Models
gclm.lowertri R Documentation
Recover lower triangular GCLM
Description
Recover the only lower triangular stable matrix B such that
Sigma (\Sigma)
is the solution of the associated continuous Lyapunov equation:
B\Sigma + \Sigma B' + C = 0
Usage
gclm.lowertri(Sigma, P = solve(Sigma), C = diag(nrow = nrow(Sigma)))
Arguments
Sigma
covariance matrix
P
the inverse of the covariance matrix
C
symmetric positive definite matrix
Value
A stable lower triangular matrix
gherardovarando/clggm documentation built on April 17, 2023, 10:04 a.m.
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.
| gclm.lowertri | R Documentation |
Recover lower triangular GCLM
Description
Recover the only lower triangular stable matrix B such that
Sigma (\Sigma)
is the solution of the associated continuous Lyapunov equation:
B\Sigma + \Sigma B' + C = 0
Usage
gclm.lowertri(Sigma, P = solve(Sigma), C = diag(nrow = nrow(Sigma)))
Arguments
Sigma |
covariance matrix |
P |
the inverse of the covariance matrix |
C |
symmetric positive definite matrix |
Value
A stable lower triangular 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.