https://github.com/cran/QRM
Revision 8de5db30554c2231e3b849f7fcfc510070c161da authored by Bernhard Pfaff on 26 July 2012, 21:32:16 UTC, committed by cran-robot on 26 July 2012, 21:32:16 UTC
1 parent 828d520
Tip revision: 8de5db30554c2231e3b849f7fcfc510070c161da authored by Bernhard Pfaff on 26 July 2012, 21:32:16 UTC
version 0.4-8
version 0.4-8
Tip revision: 8de5db3
Pdeconstruct.Rd
\name{Pdeconstruct}
\alias{Pdeconstruct}
\title{
Disassemble a Correlation Matrix for ML Copula Fitting
}
\description{
This function takes a correlation matrix \eqn{P} and returns the
elements of a lower-triangular matrix \eqn{A} with ones on the
diagonal such that \eqn{P} is the corelation matrix corresponding to
the covariance matrix \eqn{AA'} (see page 235 in QRM).
}
\usage{
Pdeconstruct(P)
}
\arguments{
\item{P}{\code{matrix}, a correlation matrix}
}
\value{
vector
}
\seealso{
\code{\link{Pconstruct}}
}
\examples{
P <- Pconstruct(1:6)
Pdeconstruct(P)
}
\keyword{array}
Computing file changes ...
