50% off | Unlimited Data & AI Learning
Get 50% off unlimited learning

GJRM (version 0.2-6.5)

regH: Internal Function

Description

It applies one of two regularisations on the information matrix if desired. These are based on the Cholesky and eigen decompositions.

Arguments

Author

Maintainer: Giampiero Marra giampiero.marra@ucl.ac.uk