Correlation Gaussian matrix in C using Armadillo (symmetric)
About 30
corr_gauss_matrix_sym_armaC(x, theta)
x |
Matrix x |
theta |
Theta vector |
Correlation matrix
corr_gauss_matrix_sym_armaC(matrix(c(1,0,0,1),2,2),c(1,1)) x3 <- matrix(runif(1e3*6), ncol=6) th <- runif(6) t3 <- corr_gauss_matrix_symC(x3, th) t4 <- corr_gauss_matrix_sym_armaC(x3, th) identical(t3, t4) # microbenchmark::microbenchmark(corr_gauss_matrix_symC(x3, th), # corr_gauss_matrix_sym_armaC(x3, th), times=50)
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