Dear R list members,
I have a vector of Cholesky parameterization of a matrix let say A. I would
like to compute the determinant and inverse of the original matrix A from the
vector of cholesky parameters , would you suggest an R function to do the task.
I have tried hard but unable to find anything like that.
Please direct me any package or please share R code that can do the task.
Thanks and regards,
B.Nataraj
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