schur: Obtain generalized Schur complement
In rje42/rje: Miscellaneous Useful Functions for Statistics
schur R Documentation
Obtain generalized Schur complement
Description
Obtain generalized Schur complement
Usage
schur(M, x, y, z)
Arguments
M
symmetric positive definite matrix
x, y, z
indices of M to calculate with (see below)
Details
Calculates M_{xy} - M_{xz} M^{zz} M_{zy}, which
(if M is a Gaussian covariance matrix) is the covariance between
x and y after conditioning on z.
y defaults to equal x, and z to be the complement of x \cup y.
rje42/rje documentation built on April 3, 2024, 11:08 p.m.
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| schur | R Documentation |
Obtain generalized Schur complement
Description
Obtain generalized Schur complement
Usage
schur(M, x, y, z)
Arguments
M |
symmetric positive definite matrix |
x, y, z |
indices of M to calculate with (see below) |
Details
Calculates M_{xy} - M_{xz} M^{zz} M_{zy}, which
(if M is a Gaussian covariance matrix) is the covariance between
x and y after conditioning on z.
y defaults to equal x, and z to be the complement of x \cup y.
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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