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Lower-triangular-like matrix \(\sigma(x)\) such that \(\sigma(x)\sigma(x)^\top = \Sigma(x)\), driven by a 3-dimensional Brownian motion with one independent noise channel per elementary event.

Usage

sird_sigma(state, parms)

Arguments

state

Numeric vector c(s, i, r).

parms

Named numeric vector/list with elements lambda, gamma, alpha.

Value

A 3x3 numeric matrix.