cholcovs {Omisc}

cholcovs

Description

cholcovs

Usage

cholcovs(X, use = "everything")

Arguments

X

A matrix of data.

use

the missing data type to use for the correlation. Default is R's default "everything".

Value

This function returns the cholesky decomposition of the correlation matrix of the data

Examples

X<-stats::rnorm(100)
Y<-stats::rnorm(100)+X
Z<-cbind(X,Y)
cholcovs(Z)