positiveDefinite: Positive Definite Matrixes

In MHadaptive: General Markov Chain Monte Carlo for Bayesian Inference using adaptive Metropolis-Hastings sampling

Description

Checks if a matrix is positive definite and/or forces a matrix to be positive definite.

Usage

isPositiveDefinite(x)
makePositiveDefinite(x)

Arguments

x	a square numeric matrix.

Details

The function isPositiveDefinite checks if a square matrix is positive definite.

The function makePositiveDefinite forces a matrix to be positive definite.

These functions were originally implimented in fUtilities Copyright: (c) 1999-2008 Diethelm Wuertz and Rmetrics Foundation URL: http://www.rmetrics.org

Author(s)

Korbinian Strimmer.

Examples

## isPositiveDefinite - 
   # is the 3x3 identity matrix positive definate?
   isPositiveDefinite(diag(c(1,1,1)))                

MHadaptive documentation built on May 1, 2019, 10:31 p.m.