[R] Determinant and inverse using cholsky parameter

[Kjetil Halvorsen]

?chol2inv

kjetil

On Fri, Jun 8, 2012 at 1:43 AM,  <nataraj at orchidpharma.com> wrote:
> 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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