reconstitute.cov: Reconstitute a covariance matrix

Description Usage Arguments Value

View source: R/reconstitute_cov.R

Description

This takes a vector of upper diagonal terms and reconstitutes it into the matrix you want in the end. The first term is always 1 under the assumptions of the IV hurdle models. If you did a cholesky decomposition it will un-do that tranformation for you.

Usage

1
reconstitute.cov(vals, num, chol = myChol)

Arguments

vals

a vector of covariance matrix elements

num

the number of endogenous regressors

chol

True/False. If true, will re-transform to original

Value

The vector renamed according to what it needs to be to work in the likelihood functions


jackiemauro/hurdleIV documentation built on April 2, 2018, 8:28 p.m.