Cholesky factor ?! [R for BE/BA]

posted by Helmut Homepage – Vienna, Austria, 2009-04-22 00:46 (4611 d 01:29 ago) – Posting: # 3580
Views: 64,890

Dear D. Labes,

» [...] BTW could not find any hint up to now what this really means: General positive-definite, Log-Cholesky parametrization. Questions for that are always answered: Buy the book of Pinheiro/Bates "Mixed-Effects Models in S and S-PLUS", Springer (2000), there it is described.

I have it in my shelf, but
  1. too stupid to understand >90% of it's contents
  2. too short of time to dig into it
  3. but maybe this is helpful to initiates? On page 59 you find the only mentioning of 'Cholesky' in the entire book…
  4. Another source

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