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cholcovs
cholcovs(X, use = "everything")
This function returns the cholesky decomposition of the correlation matrix of the data
A matrix of data.
the missing data type to use for the correlation. Default is R's default "everything".
X<-stats::rnorm(100) Y<-stats::rnorm(100)+X Z<-cbind(X,Y) cholcovs(Z)
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