invmatgen {FastCUB} | R Documentation |
Recursive computation of the inverse of a matrix
Description
Compute the variance-covariance matrix of the incomplete score vector involved in Louis' identity for the observed information matrix
Usage
invmatgen(G,H,listE)
Arguments
G |
Primary matrix for the sum decomposition of $G+H$ |
H |
Secondary matrix for the sum decomposition of $G+H$ |
listE |
Auxiliary matrices that sum up to H |
Value
The inverse of matrix G + H computed recursively thanks to matrices listed in listE
References
Miller K. (1981). On the inverse of the sum of matrices,
Mathematics Magazine, 54, 67–72
See Also
[Package FastCUB version 0.0.3 Index]