var_decomp {kDGLM} | R Documentation |
var_decomp
Description
This function receives a covariance matrix S and creates a matrix Q, so that t(Q)
Usage
var_decomp(S)
Arguments
S |
A covariance matrix |
[Package kDGLM version 1.2.0 Index]
var_decomp {kDGLM} | R Documentation |
This function receives a covariance matrix S and creates a matrix Q, so that t(Q)
var_decomp(S)
S |
A covariance matrix |