validate_corr_matrix: Validate a user-supplied correlation matrix

View source: R/tools.R

validate_corr_matrixR Documentation

Validate a user-supplied correlation matrix

Description

Checks dimensions, symmetry, unit diagonal, and positive semi-definiteness. Returns a valid correlation matrix (or diag(D) when NULL).

Usage

validate_corr_matrix(Corr, D, label = "'Corr'")

Arguments

Corr

A D x D matrix or NULL.

D

Expected number of dimensions.

label

Character label for error messages.

Value

A valid D x D correlation matrix.


ForceChoice documentation built on Sept. 13, 2026, 1:06 a.m.