eigenvaluesV function

Matrix Of Eigenvalues Of A List Of Symetric Matrices

Computation of the eigenvalues of each matrix Vj in the case of two random effects (random =c(1,2)), done via eigen

eigenvaluesV(V)

Arguments

• V: list of matrices Vj

Returns

• eigenvalues: Matrix of 2 rows and as much columns as matrices V

References

See Bidimensional random effect estimation in mixed stochastic differential model, C. Dion and V. Genon-Catalot, Stochastic Inference for Stochastic Processes 2015, Springer Netherlands, 1-28