cov_matrix

Utility function for constructing covariance matrices based on
a simple triplet format (<code><a href="/link/simple_triplet_matrix?package=holiglm&version=1.0.1" data-mini-rdoc="holiglm::simple_triplet_matrix">simple_triplet_matrix</a></code>).

Holistic generalized linear models (HGLMs) extend generalized linear models (GLMs) by enabling the possibility to add further constraints to the model. The 'holiglm' package simplifies estimating HGLMs using convex optimization. Additional information about the package can be found in the reference manual, the 'README' and the accompanying paper <doi:10.18637/jss.v108.i07>.

Benjamin Schwendinger

holiglm

Holistic Generalized Linear Models

Florian Schwendinger

Laura Vana

cov_matrix function

<dl><dt>k</dt>
<dd>an integer giving the number of rows and columns of the constructed
covariance matrix.</dd>
<dt>i</dt>
<dd>an integer vector giving the row indices.</dd>
<dt>j</dt>
<dd>an integer vector giving the row indices.</dd>
<dt>v</dt>
<dd>a numeric vector giving the corresponding values.</dd></dl>

Arguments

Utility function for constructing covariance matrices based on
a simple triplet format (<code><a href='https://rdrr.io/pkg/slam/man/matrix.html'>simple_triplet_matrix</a></code>).

Construct Covariance matrix — cov_matrix

<dl>

<dt>k</dt>
<dd>an integer giving the number of rows and columns of the constructed
covariance matrix.</dd>


<dt>i</dt>
<dd>an integer vector giving the row indices.</dd>


<dt>j</dt>
<dd>an integer vector giving the row indices.</dd>


<dt>v</dt>
<dd>a numeric vector giving the corresponding values.</dd>

</dl>

cov_matrix: Construct Covariance matrix

Description

Usage

Value

Arguments

See Also

Examples