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Compute the stationary variance matrix

Source: R/generic_functions.R
compute_stationary_variance.Rd

compute_stationary_variance computes the stationary variance matrix of an OU process.

Usage

compute_stationary_variance(variance, selection.strength)

Arguments

variance

the variance (rate matrix) of the process.

selection.strength

the selection strength (alpha) matrix of the process.

Value

A positive definite Matrix of class dpoMatrix-class.