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Cholesky decomposition (one continuous and one binary variables)

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wushenghui's picture
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Joined: 02/15/2013 - 17:05
Cholesky decomposition (one continuous and one binary variables)

I would like to seek for your help for the code. I would like to model a two-factor Cholesky decomposition using 1 continuous and 1 binary variable in the model. Your help is highly appreciated!