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robeth (version 2.7-8)

mchld: Cholesky decomposition of a symmetric matrix (double precision)

Description

See Marazzi A. (1993), p.353

Usage

mchld(a, n)

Value

See reference

Arguments

a

See reference

n

See reference

References

Marazzi A. (1993) Algorithm, Routines, and S functions for Robust Statistics. Wadsworth & Brooks/cole, Pacific Grove, California. p.353