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precompute_L

Source: R/kalman_functions.R
precompute_L.Rd

Builds the bidiagonal Cholesky factor of the tridiagonal PRECISION matrix shared by every call of genmissing for a given value of rho.

Usage

precompute_L(rho, N_max)

Arguments

rho

the lag one autocorrelation

N_max

the maximum number of days between samples

Value

named list with elements Ldiag a numeric vector of the diagonal of the Cholesky factor and Lsub a numeric vector of the subdiagonal of the Cholesky factor