solvecov | R Documentation |
Tries to invert a matrix by solve
. If this fails because of
singularity, an eigenvector decomposition is computed, and eigenvalues below
1/cmax
are replaced by 1/cmax
, i.e., cmax
will be the
corresponding eigenvalue of the inverted matrix.
solvecov(m, cmax = 1e+10)
m |
a numeric symmetric matrix. |
cmax |
a positive value, see above. |
A list with the following components: inv
the inverted
matrix, coll
TRUE
if solve
failed because of
singularity.
solvecov
code was taken from package fpc
: Christian Hennig
Christian Hennig
solve, eigen
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