find_pivot_Bastos: Pivoted Cholesky factorisation
In shazhe/mvst0: Multi-variate ST modelling on globe
Description
Usage
Arguments
Details
Value
References
Examples
Description
Pivoted Cholesky (same as pivot=T when carrying out Cholesky with dense matrices)
Usage
1
Arguments
A
matrix (sparse or dense), the Cholesky factor of which needs to be found
Details
This function should just be used to verify the pivot=T with dense matrices. Since it is an R implementation it is much slower than that in the base package.
Value
A list with two elements, R (the Cholesky factor) and piv (the pivoting order)
References
Leonardo S. Bastos and A. O'Hagan (2007). Diagnostics for Gaussian Process Emulators. www.tonyohagan.co.uk/academic/pdf/diagtech.pdf
Examples
1
find_pivot_Bastos(matrix(c(0.1,0.2,0.2,1),2,2))
shazhe/mvst0 documentation built on May 29, 2019, 9:20 p.m.
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Description Usage Arguments Details Value References Examples
Description
Pivoted Cholesky (same as pivot=T when carrying out Cholesky with dense matrices)
Usage
1 |
Arguments
A |
matrix (sparse or dense), the Cholesky factor of which needs to be found |
Details
This function should just be used to verify the pivot=T with dense matrices. Since it is an R implementation it is much slower than that in the base package.
Value
A list with two elements, R (the Cholesky factor) and piv (the pivoting order)
References
Leonardo S. Bastos and A. O'Hagan (2007). Diagnostics for Gaussian Process Emulators. www.tonyohagan.co.uk/academic/pdf/diagtech.pdf
Examples
1 | find_pivot_Bastos(matrix(c(0.1,0.2,0.2,1),2,2))
|
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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