chol.greta_array

Compute the Cholesky Factor of a Matrix

Write statistical models in R and fit them by 'MCMC' and
optimisation on 'CPUs' and 'GPUs', using Google 'TensorFlow'. 'greta' lets
you write your own model like in 'BUGS', 'JAGS' and 'Stan', except that you
write models right in R, it scales well to massive datasets, and it’s easy
to extend and build on. See the website for more information, including
tutorials, examples, package documentation, and the 'greta' forum.
This work is discussed at Golding (2019) <doi:10.21105/joss.01601>.

Nicholas Tierney

greta

Simple and 'Scalable' Statistical Modelling in R

Nick Golding

Simon Dirmeier

Adam Fleischhacker

Shirin Glander

Martin Ingram

Lee Hazel

Lionel Hertzog

Tiphaine Martin

Matt Mulvahill

Michael Quinn

David Smith

Paul Teetor

Jian Yen

chol.greta_array function

<dl><dt>x</dt>
<dd>an object for which a method exists. The default method
 applies to numeric (or logical) symmetric, positive-definite matrices.</dd>
<dt>...</dt>
<dd>further arguments pass to or from methods.</dd>
<dt>force_cholesky</dt>
<dd>Whether to force cholesky computation. Currently
used as a workaround to ensure cholesky is calculated properly, and may
result in code that uses <code><a href="/link/chol()?package=greta&version=0.6.0" data-mini-rdoc="greta::chol()">chol()</a></code> to be slow. Default is TRUE. Can change
to FALSE, but may encounter issues in
<a href="https://github.com/greta-dev/greta/issues/585">https://github.com/greta-dev/greta/issues/585</a>.</dd></dl>

Arguments

Compute the Cholesky Factor of a Matrix — chol.greta_array

<dl>

<dt>x</dt>
<dd>an object for which a method exists. The default method
 applies to numeric (or logical) symmetric, positive-definite matrices.</dd>


<dt>...</dt>
<dd>further arguments pass to or from methods.</dd>


<dt>force_cholesky</dt>
<dd>Whether to force cholesky computation. Currently
used as a workaround to ensure cholesky is calculated properly, and may
result in code that uses <code><a href='https://rdrr.io/r/base/chol.html'>chol()</a></code> to be slow. Default is TRUE. Can change
to FALSE, but may encounter issues in
<a href='https://github.com/greta-dev/greta/issues/585'>https://github.com/greta-dev/greta/issues/585</a>.</dd>

</dl>

Compute the Cholesky Factor of a Matrix

chol.greta_array: Compute the Cholesky Factor of a Matrix

Description

Usage

Value

Arguments