logChol2Chol: logChol2Chol
In jhorzek/psydiff: panel stochastic differential equations
logChol2Chol R Documentation
logChol2Chol
Description
transforms the log-Cholesky decomposition of a matrix to the Cholesky (see Pinheiro, J. C., and Bates, D. M. (1996). Unconstrained parametrizations for variance-covariance matrices. Statistics and Computing, 6(3), 289–296)
Usage
logChol2Chol(logChol)
Arguments
logChol
log-Cholesky decomposition of a matrix
Value
Cholesky decomposition of the matrix
jhorzek/psydiff documentation built on Sept. 15, 2022, 6:26 a.m.
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.
| logChol2Chol | R Documentation |
logChol2Chol
Description
transforms the log-Cholesky decomposition of a matrix to the Cholesky (see Pinheiro, J. C., and Bates, D. M. (1996). Unconstrained parametrizations for variance-covariance matrices. Statistics and Computing, 6(3), 289–296)
Usage
logChol2Chol(logChol)
Arguments
logChol |
log-Cholesky decomposition of a matrix |
Value
Cholesky decomposition of the 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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.