Description Usage Arguments Details Value Author(s)
View source: R/mc_derivative_cholesky.R
This function compute the derivative of the Cholesky decomposition.
1 | mc_derivative_cholesky(derivada, inv_chol_Sigma, chol_Sigma)
|
derivada |
A matrix. |
inv_chol_Sigma |
A matrix. |
chol_Sigma |
A matrix. |
It is an internal function.
A list of matrix.
Wagner Hugo Bonat
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