positive_definite: Checks if a squared matrix is positive definite and turn it...

In TSsmoothing: Trend Estimation of Univariate and Bivariate Time Series with Controlled Smoothness

Description

Checks if a squared matrix is positive definite and turn it to positive definied if necessary

Usage

positive_definite(m, c = NULL)

Arguments

m	Is a 2x2 matrix.
c	Is a small nonegative number.

Value

The same matrix (if positive definite) or its modification that is positive definite.

TSsmoothing documentation built on July 15, 2019, 5:01 p.m.