Jacobian {CovCorTest} | R Documentation |
Jacobian matrix for transformation functions
Description
A function which calculates the Jacobian matrix for a given
transformation function subdiagonal_mean_ratio_cor
or
subdiagonal_mean_ratio_fct
Usage
Jacobian(X, a, d, p, fun)
Arguments
X |
vectorized covariance matrix for which the Jacobian matrix is applied |
a |
vector containing the indices which belong to the diagonal of the covariance matrix |
d |
dimension of the covariance matrix |
p |
dimension of the vectorized matrix |
fun |
transformation function, that should be used.
|
Value
the Jacobian matrix applied for the given vector
[Package CovCorTest version 1.0.0 Index]