Kekeli:

I don't know about Python, but in R I was using the "chol2inv" function of the "Matrix" library to find the matrix inverse. It turns out this wasn't the right tool for the job. I ended up using "solve" from the base package to find the inverse. So in R, I used the following functions:

- t(M) for the transpose of an M matrix
- %*% for matrix-matrix or matrix-vector multiplication (or inner product)
- diag(...) to generate a diagonal matrix such as needed for the part.
- solve(M) to find the inverse of an M matrix.