traceEpsC {NPflow}R Documentation

C++ implementation of residual trace computation step used when sampling the scale

Description

C++ implementation of residual trace computation step used when sampling the scale

Usage

traceEpsC(eps, sigma)

Arguments

eps

a numeric matrix where each column contains the centered and unskewed observations

sigma

a numeric covariance matrix

Value

the computed trace


[Package NPflow version 0.13.5 Index]