BadRRM: Improper R matrix reported by Rousseeuw and Molenberghs

Description Format Source Examples

Description

Example improper R matrix reported by Rousseeuw and Molenberghs

Format

A 3 by 3 non-positive definite correlation matrix.

Source

Rousseeuw, P. J. & Molenberghs, G. (1993). Transformation of non positive semidefinite correlation matrices. Communications in Statistics–Theory and Methods, 22(4), 965–984.

Examples

1

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