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depCensoring (version 0.1.7)

chol2par: Transform Cholesky decomposition to covariance matrix

Description

This function transforms the parameters of the Cholesky de- composition to the covariance matrix, represented as a the row-wise con- catenation of the upper-triangular elements.

Usage

chol2par(par.chol1)

Value

Covariance matrix corresponding to the provided Cholesky decomposition.

Arguments

par.chol1

The vector of Cholesky parameters.