make_cov

Make covariance matrix from standard deviations and correlations

Fitting hidden Markov models using automatic differentiation
and Laplace approximation, allowing for fast inference and flexible covariate
effects (including random effects and smoothing splines) on model parameters.
The package is described by Michelot (2022) <doi:10.48550/arXiv.2211.14139>.

Theo Michelot

hmmTMB

Fit Hidden Markov Models using Template Model Builder

Richard Glennie

make_cov function

<dl><dt>sds</dt>
<dd>Vector of standard deviations</dd>
<dt>corr</dt>
<dd>Vector of correlations (must be of length m*(m-1)/2 if
sds is of length m)</dd></dl>

Arguments

Make covariance matrix from standard deviations and correlations — make_cov

<dl>

<dt>sds</dt>
<dd>Vector of standard deviations</dd>


<dt>corr</dt>
<dd>Vector of correlations (must be of length m*(m-1)/2 if
sds is of length m)</dd>

</dl>

make_cov: Make covariance matrix from standard deviations and correlations

Description

Usage

Value

Arguments