Description Usage Arguments Value
This function takes a vector, fills a Cholesky upper triangular matrix and transforms it to a positive definite matrix, then adds a diagonal of ones for the extremal Student model
1 | chol2cor(vec, dime)
|
vec |
vector of parameters for the Cholesky decomposition (upper diagonal matrix, excluding the diagonal) |
dime |
dimension of the model |
a correlation matrix
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