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#' calculate eigenvalues of a correlation matrix with optional scree plot
#'
#' @name eigenvalues
#' @description \code{eigenvalues()} calculate eigenvalues of a correlation
#' matrix and optionally produces a scree plot.
#'
#' @param cormatrix (real, matrix) a correlation matrix
#' @param scree (logical) default = `FALSE`. If `TRUE` (or `1`), then
#' \code{eigenvalues()} produces a scree plot to illustrate the eigenvalues
#'
#' @importFrom graphics abline rect
#'
#' @return a vector of eigenvalues
#' @return report on positive-definite status of cormatrix
#' @export eigenvalues
#'
#' @examples
#'
#' ## define parameters
#'
#' correlationMatrix <- matrix(
#' c(
#' 1.00, 0.25, 0.35, 0.40,
#' 0.25, 1.00, 0.70, 0.75,
#' 0.35, 0.70, 1.00, 0.80,
#' 0.40, 0.75, 0.80, 1.00
#' ),
#' nrow = 4, ncol = 4
#' )
#'
#' ## apply function
#'
#' evals <- eigenvalues(cormatrix = correlationMatrix)
#' evals <- eigenvalues(correlationMatrix, 1)
#'
eigenvalues <- function(cormatrix, scree = FALSE) {
e_vals <- eigen(cormatrix)$values
if (scree == TRUE) {
plot(e_vals,
pch = 19, col = "black", cex = 1.0,
ylab = "Eigenvalues",
ylim = c(min(0, min(e_vals)), max(e_vals)),
main = paste0("Scree Plot: ", deparse(substitute(cormatrix))),
cex.main = 1, col.main = "black",
type = "b"
)
abline(h = c(0, 1), col = "skyblue", lty = 2)
rect(
xleft = 0.8, xright = length(e_vals) * 1.1,
ytop = 0, ybottom = min(0, min(e_vals) * 1.25),
col = "#FFC0CB56", border = NA
)
}
if (min(e_vals) >= 0) {
cat(deparse(substitute(cormatrix)), " is positive-definite\n\n")
} else {
cat(deparse(substitute(cormatrix)), " is NOT positive-definite\n\n")
}
# cat("Eigenvalues:\n", e_vals, "\n")
return(e_vals)
} ## end eigenvalues function
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