reconstitute.cov: Reconstitute a covariance matrix
In jackiemauro/hurdleIV:
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 May 18, 2019, 7:56 a.m.
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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
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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