dynr.ldl

a numeric matrix<p></p><p>This is a wrapper function around the <code><a rd-options="" href="/link/chol?package=dynr&version=0.1.8-17" data-mini-rdoc="dynr::chol">chol</a></code> function.
The goal is to factor a square, symmetric, positive (semi-)definite matrix into the product of a lower triangular matrix, a diagonal matrix, and the transpose of the lower triangular matrix.
The value returned is a lower triangular matrix with the elements of D on the diagonal.</p>

Dynamic modeling of all kinds in R. These include models of
processes in discrete time or continuous time. They also include processes
that are linear or nonlinear. Latent variables can be continuous (e.g. state
space models) or discrete (e.g. regime-switching models). The general approach
involves maximum likelihood estimation of single- and multi-subject models of
latent time series with the extended Kalman filter and Kim filter. The user
provides recipes and data which are combined into a model that is then cooked to
obtain free parameter estimates.

Lu Ou

dynr

Dynamic Modeling in R

dynr.ldl function

a numeric matrix

This is a wrapper function around the <code><a rd-options='' href='chol'>chol</a></code> function.
The goal is to factor a square, symmetric, positive (semi-)definite matrix into the product of a lower triangular matrix, a diagonal matrix, and the transpose of the lower triangular matrix.
The value returned is a lower triangular matrix with the elements of D on the diagonal.

dynr.ldl: LDL Decomposition for Matrices

Description

Usage

Arguments