mvn_theta_helper: Helper Function to Convert a Vector of Parameters to the Mean...

In jeksterslab/gammaMatrix: Asymptotic Covariance Matrix of Covariances

Description

Helper Function to Convert a Vector of Parameters to the Mean Vector and Covariance Matrix

Usage

mvn_theta_helper(x)

Arguments

x	Numeric vector. Vector of parameters \boldsymbol{θ} = \{ \boldsymbol{μ} , \mathrm{vech} ≤ft( \boldsymbol{Σ} \right) \}^{\prime} .

Value

A list with elements mu and sigmacap.

See Also

Other Multivariate Normal Distribution Functions: grad_l_mvn_generic(), grad_l_mvn(), hess_l_mvn_generic(), hess_l_mvn(), l_mvn_generic(), l_mvn(), negl_mvn(), rmvn_chol()

Examples

mvn_theta_helper(
  x = c(0, 0, 1, 0.5, 1)
)

jeksterslab/gammaMatrix documentation built on Dec. 20, 2021, 10:10 p.m.