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. subdiagonal_mean_ratio_fct or subdiagonal_mean_ratio_cor

Value

the Jacobian matrix applied for the given vector


[Package CovCorTest version 1.0.0 Index]