ginv

This function receives a covariance matrix S and calculates the generalized inverse of S.

internal

Provide routines for filtering and smoothing, forecasting, sampling and Bayesian analysis of Dynamic Generalized Linear Models using the methodology described in Alves et al. (2024)<doi:10.48550/arXiv.2201.05387> and dos Santos Jr. et al. (2024)<doi:10.48550/arXiv.2403.13069>.

Silvaneo dos Santos Jr.

kDGLM

Bayesian Analysis of Dynamic Generalized Linear Models

Mariane Branco Alves

Hélio dos Santos Migon

ginv function

<dl><dt>S</dt>
<dd>A covariance matrix</dd></dl>

Arguments

ginv — ginv

<dl>

<dt>S</dt>
<dd>A covariance matrix</dd>

</dl>

ginv: ginv

Description

Usage

Arguments