Tolerance parameter for LDL decomposition,
  determines which diagonal values are counted as zero.

Function <code>ldl</code> computes the LDL decomposition of a
  symmetric matrix.

Package KFAS provides functions for Kalman filtering,
        smoothing, forecasting and simulation of Gaussian, Poisson and
        Binomial state space models with exact diffuse initialization
        when distributions of some or all elements of initial state
        vector are unknown.

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ldl: LDL Decomposition of a Matrix

Description

Usage

Arguments