Tolerance parameter for LDL decomposition,
  determines which diagonal values are counted as zero.
  Same value is used in isSymmetric function.

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

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

ldl: LDL Decomposition of a Matrix

Description

Usage

Arguments

Value