Sigma2Lambda: Transform covariance matrix to conditionally negative...
In lbelzile/ExtLiouv: Functions for 'Extremal attractor of Liouville copulas'
Description
Usage
Arguments
Value
Description
Transform covariance matrix to conditionally negative definite matrix
Usage
1
Sigma2Lambda(Sigma)
Arguments
Sigma
symmetric positive definite matrix
Value
a CND matrix
lbelzile/ExtLiouv documentation built on May 20, 2019, 8:28 p.m.
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Description Usage Arguments Value
Description
Transform covariance matrix to conditionally negative definite matrix
Usage
1 | Sigma2Lambda(Sigma)
|
Arguments
Sigma |
symmetric positive definite matrix |
Value
a CND 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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