check_and_stabilize_sigma: Check matrix condition and stabilize if needed

View source: R/00_stability_preload.R View source: R/stability_utils.R

check_and_stabilize_sigmaR Documentation

Check matrix condition and stabilize if needed

Description

Check matrix condition and stabilize if needed

Usage

check_and_stabilize_sigma(sigma, threshold = 1e+10, epsilon = 1e-06)

Arguments

sigma

Covariance matrix to check

threshold

Condition number threshold (default 1e10)

epsilon

Small constant for regularization (default 1e-6)

Value

Stabilized covariance matrix


LUCIDus documentation built on March 11, 2026, 9:06 a.m.