## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ---- message=FALSE----------------------------------------------------------- library(caracas) ## ---- include = FALSE--------------------------------------------------------- inline_code <- function(x) { x } if (!has_sympy()) { # SymPy not available, so the chunks shall not be evaluated knitr::opts_chunk$set(eval = FALSE) inline_code <- function(x) { deparse(substitute(x)) } } ## ----ar1, echo=F-------------------------------------------------------------- N <- 3 L1 <- diag(4) L1[cbind(1 + (1:N), 1:N)] <- "-a" L1 <- as_sym(L1) ## ---- echo=F------------------------------------------------------------------ e <- as_sym(paste0("e", 0:3)) x <- as_sym(paste0("x", 0:3)) u <- as_sym(paste0("u", 1:3)) y <- as_sym(paste0("y", 1:3)) eu <- c(e, u) xy <- c(x, y) ## ----------------------------------------------------------------------------- N <- 3 L1 <- diag(4) L1[cbind(1 + (1:N), 1:N)] <- "-a" L1 <- as_sym(L1) ## ----------------------------------------------------------------------------- def_sym(v2) L1inv <- inv(L1) V1 <- v2 * L1inv %*% t(L1inv) K1 <- (t(L1) %*% L1) / v2 ## ---- echo=F, results="asis"-------------------------------------------------- cat( "\\begin{align} K_1 &= ", tex(K1), " \\\\ V_1 &= ", tex(V1), " \\end{align}", sep = "") ## ----L2, echo=F--------------------------------------------------------------- N <- 3 L2 <- diag("1", 1 + 2*N) L2[cbind(1 + (1:N), 1:N)] <- "-a" L2[cbind(1 + N + (1:N), 1 + 1:N)] <- "-b" L2 <- as_sym(L2) ## ----------------------------------------------------------------------------- N <- 3 L2 <- diag("1", 1 + 2*N) L2[cbind(1 + (1:N), 1:N)] <- "-a" L2[cbind(1 + N + (1:N), 1 + 1:N)] <- "-b" L2 <- as_sym(L2) ## ----------------------------------------------------------------------------- Veu <- diag(1, 7) diag(Veu)[1:4] <- "v2" diag(Veu)[5:7] <- "w2" Veu Veu <- as_sym(Veu) Veu L2inv <- inv(L2) V2 <- L2inv %*% Veu %*% t(L2inv) K2 <- t(L2) %*% inv(Veu) %*% L2 ## ---- results="asis", echo=F-------------------------------------------------- cat( "\\begin{align} K_2 &= ", tex(K2), " \\\\ V_2 &= ", tex(V2), " \\end{align}", sep = "")