prec_to_cov {hmmTMB} | R Documentation |
The covariance matrix is the inverse of the precision matrix. By default,
the function solve
is used for inversion. If it fails (e.g.,
singular system), then MASS::ginv
is used instead, and returns the
Moore-Penrose generalised inverse of the precision matrix.
prec_to_cov(prec_mat)
prec_mat |
Precision matrix (either of 'matrix' type or sparse matrix on which as.matrix can be used) |
Precision matrix