mchl {robeth}

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