is.pd: Do some basic checking to see if a matrix is...
In stremo: Functions to help the process of learning structural equation modelling
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
stremo documentation built on Jan. 15, 2017, 7:33 p.m.
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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 |
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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