sigex.param2gcd: Utility that takes a real vector and inserts as entries of a...
In jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction
View source: R/sigex.param2gcd.r
sigex.param2gcd R Documentation
Utility that takes a real vector and inserts as
entries of a unit lower triangular matrix
Description
Utility that takes a real vector and inserts as
entries of a unit lower triangular matrix
Usage
sigex.param2gcd(L.psi, N, vrank)
Arguments
L.psi
A vector of reals of length <= N(N-1)/2
N
Dimension of the time series
vrank
Vector of integers between 1 and N, corresponding
to indices of non-zero Schur complements in the GCD
Value
L.mat: unit lower triangular matrix of dimension N x length(vrank)
with entries given by L.psi
jlivsey/sigex documentation built on March 20, 2024, 3:17 a.m.
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View source: R/sigex.param2gcd.r
| sigex.param2gcd | R Documentation |
Utility that takes a real vector and inserts as entries of a unit lower triangular matrix
Description
Utility that takes a real vector and inserts as entries of a unit lower triangular matrix
Usage
sigex.param2gcd(L.psi, N, vrank)
Arguments
L.psi |
A vector of reals of length <= N(N-1)/2 |
N |
Dimension of the time series |
vrank |
Vector of integers between 1 and N, corresponding to indices of non-zero Schur complements in the GCD |
Value
L.mat: unit lower triangular matrix of dimension N x length(vrank) with entries given by L.psi
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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