chol2cor: Create a correlation matrix from Cholesky decomposition

Description Usage Arguments Value

View source: R/fitcomposite.R

Description

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

Usage

1
chol2cor(vec, dime)

Arguments

vec

vector of parameters for the Cholesky decomposition (upper diagonal matrix, excluding the diagonal)

dime

dimension of the model

Value

a correlation matrix


lbelzile/demoroutines documentation built on May 20, 2019, 8:28 p.m.