check_covariance_matrix: Check covariance matrix

In oeli: Utilities for Developing Data Science Software

Check covariance matrix

Description

These functions check whether the input fulfills the properties of a covariance matrix.

Usage

check_covariance_matrix(x, dim = NULL, tolerance = sqrt(.Machine$double.eps))

assert_covariance_matrix(
  x,
  dim = NULL,
  tolerance = sqrt(.Machine$double.eps),
  .var.name = checkmate::vname(x),
  add = NULL
)

test_covariance_matrix(x, dim = NULL, tolerance = sqrt(.Machine$double.eps))

Arguments

x	[any] Object to check.
dim	[integer(1)] The matrix dimension.
tolerance	[numeric(1)] A non-negative tolerance value.
.var.name	[character(1)] Name of the checked object to print in assertions. Defaults to the heuristic implemented in vname.
add	[AssertCollection] Collection to store assertion messages. See AssertCollection.

Value

Same as documented in check_matrix.

See Also

Other matrix helpers: check_correlation_matrix(), check_transition_probability_matrix(), cov_to_chol(), diff_cov(), insert_matrix_column(), matrix_diagonal_indices(), matrix_indices(), sample_correlation_matrix(), sample_covariance_matrix(), sample_transition_probability_matrix(), stationary_distribution()

Examples

M <- matrix(c(1, 2, 3, 2, 1, 2, 3, 2, 1), nrow = 3)
check_covariance_matrix(M)
test_covariance_matrix(M)
## Not run: 
assert_covariance_matrix(M)

## End(Not run)

oeli documentation built on Oct. 16, 2024, 5:08 p.m.