Dear Terry,
Why not have the required code in survival and use
importFrom(survival, gchol) in bdsmatrix? Since you maintain both,
that shouldn't be too complicated.
Best regards,
ir. Thierry Onkelinx
Statisticus / Statistician
Vlaamse Overheid / Government of Flanders
INSTITUUT VOOR NATUUR- EN
The survival package uses a generalized cholesky decompostition throughout. If A is a
symmetric matrix A= LDL' where L is lower triangular with 1s on the diagonal, D is
diagonal, and D[i,i] =0 if column i of A is redundant. Being able to read the rank and
dependencies directly off of D is very
