vec2cov {EMMIXSSL} | R Documentation |
Transform a vector into a matrix i.e., Sigma=R^T*R
vec2cov(par)
par |
A vector representing a variance matrix |
The variance matrix is decomposed by computing the Choleski factorization of a real symmetric positive-definite square matrix. Then, storing the upper triangular factor of the Choleski decomposition into a vector.
sigma A variance matrix