transform_varcov_matrix: Transform variance covariance matrix.

In mariobecerra/opdesmixr: Optimal experimental designs for mixture models

Description

This function transforms the variance covariance matrix of a multivariate normal vector to the identifiable space for a Scheffé model.

Usage

transform_varcov_matrix(Sigma, q)

Arguments

Sigma	Original variance covariance matrix of size (m, m).
q	Index of the vector that is subtracted to the first q-1 entries.

Value

Matrix of size (m-1, m-1).

mariobecerra/opdesmixr documentation built on Aug. 13, 2021, 9:44 p.m.