getAFromSigmaPoints: getAFromSigmaPoints
In jhorzek/psydiff: panel stochastic differential equations
getAFromSigmaPoints R Documentation
getAFromSigmaPoints
Description
Computes the lower triangular covariance matrix given the sigma points and the covariance weights
Usage
getAFromSigmaPoints(sigmaPoints, meanWeights, c)
Arguments
sigmaPoints
sigma points
meanWeights
matrix with mean weights from getMeanWeights
c
double: hyperparameter c for computing the sigma points (controls the spread)
Value
lower triangular matrix
jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.
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| getAFromSigmaPoints | R Documentation |
getAFromSigmaPoints
Description
Computes the lower triangular covariance matrix given the sigma points and the covariance weights
Usage
getAFromSigmaPoints(sigmaPoints, meanWeights, c)
Arguments
sigmaPoints |
sigma points |
meanWeights |
matrix with mean weights from getMeanWeights |
c |
double: hyperparameter c for computing the sigma points (controls the spread) |
Value
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.
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