View source: R/00_stability_preload.R View source: R/stability_utils.R
| check_and_stabilize_sigma | R Documentation |
Check matrix condition and stabilize if needed
check_and_stabilize_sigma(sigma, threshold = 1e+10, epsilon = 1e-06)
sigma |
Covariance matrix to check |
threshold |
Condition number threshold (default 1e10) |
epsilon |
Small constant for regularization (default 1e-6) |
Stabilized covariance matrix
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.