Get Omega^-1 and derivatives
rxSymInvChol(
invObjOrMatrix,
theta = NULL,
type = "cholOmegaInv",
thetaNumber = 0L
)
Arguments
invObjOrMatrix |
Object for inverse-type calculations. If
this is a matrix, setup the object for inversion
rxSymInvCholCreate() with the default arguments and return a
reactive s3 object. Otherwise, use the inversion object to
calculate the requested derivative/inverse. |
theta |
Thetas to be used for calculation. If missing (NULL ), a
special s3 class is created and returned to access Omega^1
objects as needed and cache them based on the theta that is
used. |
type |
The type of object. Currently the following types are
supported:
cholOmegaInv gives the
Cholesky decomposition of the Omega Inverse matrix.
omegaInv gives the Omega Inverse matrix.
d(omegaInv) gives the d(Omega^-1) withe respect to the
theta parameter specified in thetaNumber .
d(D) gives the d(diagonal(Omega^-1)) with respect to
the theta parameter specified in the thetaNumber
parameter
|
thetaNumber |
For types d(omegaInv) and d(D) ,
the theta number that the derivative is taken against. This
must be positive from 1 to the number of thetas defining the
Omega matrix. |
Value
Matrix based on parameters or environment with all the
matrixes calculated in variables omega
, omegaInv
, dOmega
,
dOmegaInv
.
Author
Matthew L. Fidler