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 rvar.

...

Additional parameters passed on to chol.tensor()

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]