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robeth (version 2.6)

mchl: Cholesky decomposition of a symmetric matrix

Description

See Marazzi A. (1993), p.353

Usage

mchl(a, n)

Arguments

a
See reference
n
See reference

Value

  • See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.353