mc_derivative_cholesky: Derivatives of the Cholesky decomposition

Description Usage Arguments Details Value Author(s)

View source: R/mc_derivative_cholesky.R

Description

This function compute the derivative of the Cholesky decomposition.

Usage

1
mc_derivative_cholesky(derivada, inv_chol_Sigma, chol_Sigma)

Arguments

derivada

A matrix.

inv_chol_Sigma

A matrix.

chol_Sigma

A matrix.

Details

It is an internal function.

Value

A list of matrix.

Author(s)

Wagner Hugo Bonat


wbonat/mcglm documentation built on June 23, 2020, 11:06 a.m.