chol2par {depCensoring} | R Documentation |
Transform Cholesky decomposition to covariance matrix
Description
This function transforms the parameters of the Cholesky de- composition to the covariance matrix, represented as a the row-wise con- catenation of the upper-triangular elements.
Usage
chol2par(par.chol1)
Arguments
par.chol1 |
The vector of Cholesky parameters. |
Value
Covariance matrix corresponding to the provided Cholesky decomposition.
[Package depCensoring version 0.1.4 Index]