constraints_utils: Utilities for constraints

constraints_utilsR Documentation

Utilities for constraints

Description

Helpers to validate, symmetrize and (only when asked) repair constraint matrices. Two relative tolerances are used throughout the package: metric_rtol (default sqrt(.Machine$double.eps)) decides whether a metric is positive (semi)definite and which of its eigenvalues count as zero, and rank_rtol (see genpca()) decides which components are kept. Both are relative to the scale of the matrix, so every decision is invariant to rescaling the input.


genpca documentation built on Sept. 17, 2026, 1:09 a.m.