| validate_corr_matrix | R Documentation |
Checks dimensions, symmetry, unit diagonal, and positive semi-definiteness.
Returns a valid correlation matrix (or diag(D) when NULL).
validate_corr_matrix(Corr, D, label = "'Corr'")
Corr |
A D x D matrix or |
D |
Expected number of dimensions. |
label |
Character label for error messages. |
A valid D x D correlation matrix.
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