This function rescales a covariance matrix using either the Cholesky
decomposition method or a simple diagonal adjustment.
Usage
rescale_cov(Sigma, Scale_factor, DoChol = FALSE)
Arguments
- Sigma
A covariance matrix that needs to be rescaled.
- Scale_factor
A numeric value or vector used for scaling.
- DoChol
Logical indicating if the Cholesky decomposition method should be used.
If FALSE, the simple diagonal adjustment method is used. Default is FALSE.
Value
A rescaled covariance matrix.
