dchol2par {depCensoring} | R Documentation |
Derivative of transform Cholesky decomposition to covariance matrix.
Description
This function defines the derivative of the transformation function that maps Cholesky parameters to the full covariance matrix.
Usage
dchol2par(par.chol1)
Arguments
par.chol1 |
The vector of Cholesky parameters. |
Value
Derivative of the function that transforms the cholesky parameters to the full covariance matrix.
[Package depCensoring version 0.1.7 Index]