makePositiveDefinite: Positive definite matrix
In simPATHy: A Method for Simulating Data from Perturbed Biological Pathways
Description
Usage
Arguments
Details
Value
View source: R/main_function.R
Description
Adjust the diagonal of a symmetric square matrix, by the smallest eigenvalue method, in order to make it positive definite.
Usage
1
makePositiveDefinite(M1, M2 = NULL, threshold = 0.1)
Arguments
M1, M2
A squared numeric matrix, typically a correlation or a covariance matrix. It must be symmetric.
threshold
A correction factor.
Details
Finds the smallest eigenvalue lambda of M1 (or M1 and M2 if supplied) and adds (threshold-lambda) to the diagonal to make it positive definite.
Value
A list with the corrected input matrices and the correction threshold-lambda.
simPATHy documentation built on Nov. 23, 2021, 5:07 p.m.
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Description Usage Arguments Details Value
View source: R/main_function.R
Description
Adjust the diagonal of a symmetric square matrix, by the smallest eigenvalue method, in order to make it positive definite.
Usage
1 | makePositiveDefinite(M1, M2 = NULL, threshold = 0.1)
|
Arguments
M1, M2 |
A squared numeric matrix, typically a correlation or a covariance matrix. It must be symmetric. |
threshold |
A correction factor. |
Details
Finds the smallest eigenvalue lambda of M1 (or M1 and M2 if supplied) and adds (threshold-lambda) to the diagonal to make it positive definite.
Value
A list with the corrected input matrices and the correction threshold-lambda.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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