is_pos_def | R Documentation |
is_pos_def
makes a correlation matrix from a vector
is_pos_def(cor_mat, tol = 1e-08)
cor_mat |
a correlation matrix |
tol |
the tolerance for comparing eigenvalues to 0 |
logical value
is_pos_def(matrix(c(1, .5, .5, 1), 2)) # returns TRUE
is_pos_def(matrix(c(1, .9, .9,
.9, 1, -.2,
.9, -.2, 1), 3)) # returns FALSE
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