rbmn (version 0.9-6)

var2pre: returns the precision matrix from the variance

Description

returns the precision matrix from the variance preserving possible variable names

Usage

var2pre(ma)

Value

The precision matrix

Arguments

ma

The variance matrix.

Details

Non full rank matrices are accepted, a generalized inverse is returned and a warning is issued.

Examples

 var2pre(rbmn0mn.04$gamma);