Compute Lower Cholesky Decomposition

Computes the lower Cholesky decomposition of the LD matrix.

Usage

get_lower_chol(R)

Arguments

R

The LD matrix for which the lower Cholesky decomposition is to be computed.

Value

Lower Cholesky factor of the LD matrix.

Examples

R <- matrix(c(1, 0.5, 0.5, 1), nrow = 2, ncol = 2)  # Example LD matrix
L <- get_lower_chol(R)                              # Compute lower Cholesky decomposition