R: Matrix Of Eigenvalues Of A List Of Symetric Matrices
eigenvaluesV
R Documentation
Matrix Of Eigenvalues Of A List Of Symetric Matrices
Description
Computation of the eigenvalues of each matrix Vj in the case of two random effects (random =c(1,2)), done via eigen
Usage
eigenvaluesV(V)
Arguments
V
list of matrices Vj
Value
eigenvalues
Matrix of 2 rows and as much columns as matrices V
References
See Bidimensional random effect estimation in mixed stochastic differential model, C. Dion and V. Genon-Catalot, Stochastic Inference for Stochastic Processes 2015, Springer Netherlands, 1–28
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