is_covariance_matrix: Check covariance matrix properties

View source: R/utils.R

is_covariance_matrixR Documentation

Check covariance matrix properties

Description

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

Usage

is_covariance_matrix(x)

Arguments

x

A matrix.

Value

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

Examples

x <- diag(2)
RprobitB:::is_covariance_matrix(x)

RprobitB documentation built on Nov. 10, 2022, 5:12 p.m.