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Timestamp:
04/18/08 14:03:19 (17 years ago)
Author:
smidl
Message:

oprava dokumentace

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1 modified

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  • doc/html/formula.repository

    r37 r79  
    1717\form#16:$\beta$ 
    1818\form#17:\[ \left[\begin{array}{cc} R^{0.5}\\ P_{t|t-1}^{0.5}C' & P_{t|t-1}^{0.5}CA'\\ & Q^{0.5}\end{array}\right]<\mathrm{orth.oper.}>=\left[\begin{array}{cc} R_{y}^{0.5} & KA'\\ & P_{t+1|t}^{0.5}\\ \\\end{array}\right]\] 
     19\form#18:\[ \mu = \mu_{t-1} ^{l} p^{1-l}\] 
     20\form#19:$A=Ch' Ch$ 
     21\form#20:$Ch$ 
     22\form#21:$L$ 
     23\form#22:$D$ 
     24\form#23:$V = V + w v v'$ 
     25\form#24:$C$ 
     26\form#25:$V = C*V*C'$ 
     27\form#26:$V = C'*V*C$ 
     28\form#27:$V$ 
     29\form#28:$x$ 
     30\form#29:$x= v'*V*v$ 
     31\form#30:$x= v'*inv(V)*v$ 
     32\form#31:$U$ 
     33\form#32:$A'D0 A$ 
     34\form#33:$L'DL$ 
     35\form#34:$A'*diag(D)*A = self.L'*diag(self.D)*self.L$