cov2vec {EMMIXSSL} | R Documentation |
Transform a variance matrix into a vector i.e., Sigma=R^T*R
cov2vec(sigma)
sigma |
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.
par A vector representing a variance matrix