Statistical package for computing precision covariance matrices via modified Cholesky decomposition

Statistical package for computing precision covariance matrices via modified Cholesky decomposition

We introduce a statistical package designed to compute precision covariance matrices using modified Cholesky decomposition, tailored for Atmospheric General Circulation Models (AGCMs). By incorporating predefined localization radius structures, the package achieves sparse precision matrix estimation...

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Bibliographic Details
Main Authors: Elías D. Niño-Ruiz, Dylan Samuel Cantillo Arrieta, Giuliano Raffaele Frieri Quiroz, Nicolas Quintero Quintero
Format: Article
Language:English
Published: Elsevier 2025-05-01
Series:SoftwareX
Subjects:
Precision matrices
Cholesky decomposition
Atmospheric modeling
Data assimilation
Sparse estimation
Ensemble modeling
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711025000925
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http://www.sciencedirect.com/science/article/pii/S2352711025000925

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