repairConditionsCorrelationMatrix: Repair Conditions of a Correlation Matrix
In CEGO: Combinatorial Efficient Global Optimization

Description Usage Arguments Value References See Also Examples

This function repairs correlation matrices, so that the following two properties are ensured: The correlations values should be between -1 and 1, and the diagonal values should be one.

1	repairConditionsCorrelationMatrix(mat)

mat

symmetric, PSD distance matrix. If your matrix is not CNSD, use correctionDefinite first. Or use correctionKernelMatrix.

repaired correlation matrix

Martin Zaefferer and Thomas Bartz-Beielstein. (2016). Efficient Global Optimization with Indefinite Kernels. Parallel Problem Solving from Nature-PPSN XIV. Accepted, in press. Springer.

correctionDefinite, correctionDistanceMatrix, correctionKernelMatrix, correctionCNSD, repairConditionsDistanceMatrix

x <- list(c(2,1,4,3),c(2,4,3,1),c(4,2,1,3),c(4,3,2,1),c(1,4,3,2))
D <- distanceMatrix(x,distancePermutationInsert)
K <- exp(-0.01*D)
K <- correctionDefinite(K,type="PSD")$mat
K
K <- repairConditionsCorrelationMatrix(K)