is_covariance_matrix: Check covariance matrix properties.

Description Usage Arguments Value

View source: R/is_covariance_matrix.R

Description

This function checks if the input is a proper covariance matrix, i.e. a symmetric, numeric matrix with non-negative eigenvalues.

Usage

1

Arguments

x

A matrix.

Value

A boolean, TRUE if x is a proper covariance matrix.


RprobitB documentation built on Nov. 12, 2021, 5:08 p.m.