This is a wrapper function around the chol function.
The goal is to factor a square, symmetric, positive (semi-)definite matrix into the product of a lower triangular matrix, a diagonal matrix, and the transpose of the lower triangular matrix.
The value returned is a lower triangular matrix with the elements of D on the diagonal.
Value
A matrix
dynr
Dynamic Models with Regime-Switching
v0.1.16-2
GPL-3
Authors
Lu Ou [aut],
Michael D. Hunter [aut, cre] (<https://orcid.org/0000-0002-3651-6709>),
Sy-Miin Chow [aut] (<https://orcid.org/0000-0003-1938-027X>),
Linying Ji [aut],
Meng Chen [aut],
Hui-Ju Hung [aut],
Jungmin Lee [aut],
Yanling Li [aut],
Jonathan Park [aut],
Massachusetts Institute of Technology [cph],
S. G. Johnson [cph],
Benoit Scherrer [cph],
Dieter Kraft [cph]
Initial release
2021-03-12
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