Transform unbounded vector to correlation matrix
Usage
g_inv_map(gamma_in, tol_val = 1e-13, ret_vec = FALSE)
Arguments
- gamma_in
(vector) Strict lower half vector of log(correlation matrix)
- tol_val
(positive real) Tolerance for calculation
- ret_vec
(Logical) If TRUE, return strict lower half vector,
ELSE: return correlation matrix.
Value
Transformed correlation matrix