eigenmeth: Make Matrix Positive Definite
In QRM: Provides R-Language Code to Examine Quantitative Risk Management Concepts
Description
Usage
Arguments
Details
Value
Description
The function adjusts a negative definite symmetric matrix to make it
positive definite.
Usage
1
eigenmeth(mat, delta = 0.001)
Arguments
mat
matrix, a symmetric matrix
delta
numeric, new size of smallest eigenvalues
Details
See page 231 of QRM.
Value
a positive-definite matrix
QRM documentation built on April 14, 2020, 6:49 p.m.
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Description Usage Arguments Details Value
Description
The function adjusts a negative definite symmetric matrix to make it positive definite.
Usage
1 | eigenmeth(mat, delta = 0.001)
|
Arguments
mat |
|
delta |
|
Details
See page 231 of QRM.
Value
a positive-definite matrix
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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