is.covmatrix: Covariance matrix

View source: R/is.covmatrix.R

is.covmatrixR Documentation

Covariance matrix

Description

Checks if a given matrix is a covariance matrix for non-degenerate distributions.

Usage

is.covmatrix(matrix)

Arguments

matrix

a (non-empty) numeric matrix of data values.

Value

A logical value: True/False.

Examples


m1 <- matrix(c(2,1.5,1.5,1), nrow = 2, byrow = TRUE)
is.covmatrix(m1)

m2 <- matrix(c(1,0.8,0.8,1), nrow = 2, byrow = TRUE)
is.covmatrix(m2)

m3 <- matrix(c(1,0.7,0.8,1), nrow = 2, byrow = TRUE)
is.covmatrix(m3)


stats4teaching documentation built on Oct. 4, 2022, 9:06 a.m.