deriv_R {survPen}

Derivative of a Choleski factor

Description

Derivative of a Choleski factor

Usage

deriv_R(deriv_Vp, p, R1)

Arguments

deriv_Vp

derivatives of the Bayesian covariance matrix wrt rho (log smoothing parameters).

p

number of regression parameters

R1

Choleski factor of Vp

Value

a list containing the derivatives of R1 wrt rho (log smoothing parameters)