Lambda2Sigma: Transform a symmetric conditionally negative definite matrix...
In lbelzile/ExtLiouv: Functions for 'Extremal attractor of Liouville copulas'
Description
Usage
Arguments
Value
Description
Transform a symmetric conditionally negative definite matrix into a covariance matrix
Usage
1
Lambda2Sigma(Lambda)
Arguments
Lambda
symmetric conditionally negative definite matrix of parameters for the Husler-Reiss model
Value
a symmetric positive definite matrix
lbelzile/ExtLiouv documentation built on May 20, 2019, 8:28 p.m.
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Description Usage Arguments Value
Description
Transform a symmetric conditionally negative definite matrix into a covariance matrix
Usage
1 | Lambda2Sigma(Lambda)
|
Arguments
Lambda |
symmetric conditionally negative definite matrix of parameters for the Husler-Reiss model |
Value
a symmetric positive definite 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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