strucMatrixConstVarChol: Structured sparse Cholesky factor leading to constant...
In stevencarlislewalker/lme4ord: Generalized Linear Mixed Models with Flexible (Co)Variance Structures
Description
Usage
Arguments
See Also
Examples
Description
Structured sparse Cholesky factor leading to constant variance
Usage
1
strucMatrixConstVarChol(sdVal, offDiagVals)
Arguments
sdVal
standard deviation of crossproduct of the result
factor
offDiagVals
off diagonal values of the Cholesky factor
See Also
Other strucMatrixSpecial: strucMatrixBlank;
strucMatrixCol;
strucMatrixCompSymm;
strucMatrixCorFactor;
strucMatrixCorMatChol;
strucMatrixDiag;
strucMatrixExpChol;
strucMatrixFull;
strucMatrixGenFullTri;
strucMatrixIdent;
strucMatrixInd;
strucMatrixOneOffDiag;
strucMatrixOnes;
strucMatrixSymm;
strucMatrixTri;
strucMatrixVarWithCovariate
Examples
1
2
set.seed(1)
(xConstVarChol <- strucMatrixConstVarChol(3, rnorm(choose(5, 2))))
stevencarlislewalker/lme4ord documentation built on May 30, 2019, 4:43 p.m.
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Description Usage Arguments See Also Examples
Description
Structured sparse Cholesky factor leading to constant variance
Usage
1 | strucMatrixConstVarChol(sdVal, offDiagVals)
|
Arguments
sdVal |
standard deviation of crossproduct of the result factor |
offDiagVals |
off diagonal values of the Cholesky factor |
See Also
Other strucMatrixSpecial: strucMatrixBlank;
strucMatrixCol;
strucMatrixCompSymm;
strucMatrixCorFactor;
strucMatrixCorMatChol;
strucMatrixDiag;
strucMatrixExpChol;
strucMatrixFull;
strucMatrixGenFullTri;
strucMatrixIdent;
strucMatrixInd;
strucMatrixOneOffDiag;
strucMatrixOnes;
strucMatrixSymm;
strucMatrixTri;
strucMatrixVarWithCovariate
Examples
1 2 | set.seed(1)
(xConstVarChol <- strucMatrixConstVarChol(3, rnorm(choose(5, 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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