Get Omega^-1 and derivatives

Usage

rxSymInvChol(
  invObjOrMatrix,
  theta = NULL,
  type = "cholOmegaInv",
  thetaNumber = 0L
)

Arguments

invObjOrMatrix

Object for inverse-type calculations. If this is a matrix, setup the object for inversion rxSymInvCholCreate() with the default arguments and return a reactive s3 object. Otherwise, use the inversion object to calculate the requested derivative/inverse.

theta

Thetas to be used for calculation. If missing (NULL), a special s3 class is created and returned to access Omega^1 objects as needed and cache them based on the theta that is used.

type

The type of object. Currently the following types are supported:

cholOmegaInv gives the Cholesky decomposition of the Omega Inverse matrix.
omegaInv gives the Omega Inverse matrix.
d(omegaInv) gives the d(Omega^-1) withe respect to the theta parameter specified in thetaNumber.
d(D) gives the d(diagonal(Omega^-1)) with respect to the theta parameter specified in the thetaNumber parameter

thetaNumber

For types d(omegaInv) and d(D), the theta number that the derivative is taken against. This must be positive from 1 to the number of thetas defining the Omega matrix.

Value

Matrix based on parameters or environment with all the matrixes calculated in variables omega, omegaInv, dOmega, dOmegaInv.

Author

Matthew L. Fidler