chol.rvar {posterior} | R Documentation |
Cholesky decomposition of random matrix
Description
Cholesky decomposition of an rvar
containing a matrix.
Usage
## S3 method for class 'rvar'
chol(x, ...)
Arguments
x |
(rvar) A 2-dimensional |
... |
Additional parameters passed on to |
Value
An rvar
containing the upper triangular factor of the Cholesky
decomposition, i.e., the matrix R
such that R'R = x
.
[Package posterior version 1.6.0 Index]