chol2Lambda: Create a conditionally negative definite matrix from Cholesky...
In lbelzile/demoroutines: Functions for 'Extremal attractor of Liouville copulas'
Description
Usage
Arguments
Value
Description
This function takes a vector, fills a Cholesky upper triangular matrix and transforms it to a
positive definite matrix, then into a symmetric CNSD matrix with zero diagonal for the HR model
Usage
1
chol2Lambda(vec, dime, EoW = TRUE)
Arguments
vec
vector of parameters for the Cholesky decomposition, with log-diagonal entries
dime
dimension of the model
Value
a CNSD matrix
lbelzile/demoroutines documentation built on May 20, 2019, 8:28 p.m.
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Description Usage Arguments Value
Description
This function takes a vector, fills a Cholesky upper triangular matrix and transforms it to a positive definite matrix, then into a symmetric CNSD matrix with zero diagonal for the HR model
Usage
1 | chol2Lambda(vec, dime, EoW = TRUE)
|
Arguments
vec |
vector of parameters for the Cholesky decomposition, with log-diagonal entries |
dime |
dimension of the model |
Value
a CNSD 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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