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]