mc_sandwich: Matrix product in sandwich form

In wbonat/mcglm: Multivariate Covariance Generalized Linear Models

Description

The function mc_sandwich is just an auxiliar function to compute product matrix in the sandwich form bord1 * middle * bord2. An special case appears when computing the derivative of the covariance matrix with respect to the power parameter. Always the bord1 and bord2 should be diagonal matrix. If it is not true, this product is too slow.

Usage

mc_sandwich(middle, bord1, bord2)

mc_sandwich_negative(middle, bord1, bord2)

mc_sandwich_power(middle, bord1, bord2)

mc_sandwich_cholesky(bord1, middle, bord2)

mc_multiply(bord1, bord2)

mc_multiply2(bord1, bord2)

Arguments

middle	A matrix.
bord1	A matrix.
bord2	A matrix.

Value

The matrix product bord1 * middle * bord2.

Author(s)

Wagner Hugo Bonat

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