compute_marginal_cor: Computes non-positive-semidefinite approximation of...

View source: R/compute_marginal_cor.R

compute_marginal_corR Documentation

Computes non-positive-semidefinite approximation of correlation matrix

Description

Computes non-positive-semidefinite approximation of correlation matrix

Usage

compute_marginal_cor(dataset)

Arguments

dataset

n x d matrix (n = number of observations, d = dimension)

Value

non-positive-semidefinite approximation of correlation matrix


scov documentation built on March 18, 2026, 5:08 p.m.