is.pd: Do some basic checking to see if a matrix is...

Description Usage Arguments Details Value See Also Examples

Description

A covariance matrix used in structural equation modeling should be positive-definite, as it is going to be inverted during estimation and fit. This function checks whether a Hermitian matrix is positive-definite.

Usage

1
is.pd(covmat)

Arguments

covmat

A Hermitian matrix.

Details

This function checks, in this order:

1. Matrix is Hermitian

2. All covariances are within bounds

3. See if matrix is invertible using solve

4. Check if all eigenvalues are positive

5. Check whether the determinant is positive

Value

TRUE or FALSE.

See Also

is.within.bounds and is.hermitian.

Examples

1
2


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