What do you mean? Could you provide a simple example, e.g. with 3
variables? Alternatively, could you tell us more about the problem you
are trying to solve?
I've seen lower triangular matrices before, I can extract the lower
triangular portion of a covariance matrix, I've seen non-symmetrical
matrices before, but I don't understand what you mean by the covariance
matrix of a non-symmetrical matrix.
spencer graves
Micha Levi wrote:
Dear All,
Could anyone help me with calculating the lower triangular covariance
matrix of a non symmetrical matrix.
Thanks in advance,
Micha
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