cholupdate: cholupdate
In jhorzek/psydiff: panel stochastic differential equations
cholupdate R Documentation
cholupdate
Description
Computes the cholupdate for the square root unscented update (see Van der Merwe and Wan, 2001)
Usage
cholupdate(L, x, v, direction)
Arguments
L
cholesky matrix which will be updated
x
colvec which will be used for the update
v
double: additional factor for cholupdate, see Van der Merwe and Wan, 2001
direction
string: either downdate or update
Value
matrix: downdated / updated matrix
jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.
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| cholupdate | R Documentation |
cholupdate
Description
Computes the cholupdate for the square root unscented update (see Van der Merwe and Wan, 2001)
Usage
cholupdate(L, x, v, direction)
Arguments
L |
cholesky matrix which will be updated |
x |
colvec which will be used for the update |
v |
double: additional factor for cholupdate, see Van der Merwe and Wan, 2001 |
direction |
string: either downdate or update |
Value
matrix: downdated / updated 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.
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