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 0.1.7 Index]