Mahalanobis quadratic form \(\mathbf{r}^{\mathsf{T}}\boldsymbol{\Sigma}(\boldsymbol{p})^{-1}\mathbf{r}\)

Mahalanobis quadratic form \(\mathbf{r}^{\mathsf{T}}\boldsymbol{\Sigma}(\boldsymbol{p})^{-1}\mathbf{r}\)

Usage

sigma_quadform(backend, p, r)

Arguments

backend

A new_decovart_covariance() object.

p

Numeric proportions vector \(\boldsymbol{p}\in\mathbb{R}^{J}\).

r

Numeric residual vector.

Value

Scalar quadratic form.

See also

sigma_logdet()

Examples

Sigma <- array(c(diag(2), diag(2)), dim = c(2, 2, 2))
sigma_quadform(new_decovart_covariance(Sigma, "dense"), c(0.6, 0.4), c(1, 2))
#> [1] 9.615385