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depCensoring (version 0.1.7)

chol2par.elem: Transform Cholesky decomposition to covariance matrix parameter element.

Description

This function transforms the parameters of the Cholesky de- composition to a covariance matrix element. This function is used in chol2par.R.

Usage

chol2par.elem(a, b, par.chol1)

Value

Specified element of the covariance matrix resulting from the provided Cholesky decomposition.

Arguments

a

The row index of the covariance matrix element to be computed.

b

The column index of the covariance matrix element to be computed.

par.chol1

The vector of Cholesky parameters.