I have made changes in sqrt_OU_covariance.R function. I also added some examples in the manual page to check those are correct square root matrix because they are satisfied with t(SqrtInvSigma)*V*SqrtInvSigma=Identity matrix. I think I may remove them later but it is a way to show those changes are correct.
Hello Professor Cecile and Mohammad,
I have made changes in
sqrt_OU_covariance.Rfunction. I also added some examples in the manual page to check those are correct square root matrix because they are satisfied witht(SqrtInvSigma)*V*SqrtInvSigma=Identity matrix. I think I may remove them later but it is a way to show those changes are correct.Thanks, Sabrina