decompose_varcov: Decomposition of the var-covar matrix.

Description Usage Arguments Value

View source: R/decompose.R

Description

Decomposition of the var-covar matrix.

Usage

1
2
decompose_varcov(varcov, method = c("evd", "chol_evd", "chol"),
  tol = decompose_tol(), output = c("transform", "all", "evd"))

Arguments

varcov

Variance-covariance (relative) matrix of residuals.

method

One of the following methods for decomposition: "evd", "chol_evd" or "chol".

tol

Tolerance for decompose_varcov_evd. The default value is output of decompose_evd_tol function.

output

Type of output. The transformtion matrix is returned if "transform". More results of decomposition are returned if "all".

Value

Transformation matrix (in its trasnposed form) needed to pass from WLS to OLS.


variani/wls documentation built on Dec. 7, 2018, 7:53 a.m.