Do some basic checking to see if a matrix is positive-definite.
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.
A Hermitian matrix.
This function checks, in this order:
1. Matrix is Hermitian
2. All covariances are within bounds
3. See if matrix is invertible using
4. Check if all eigenvalues are positive
5. Check whether the determinant is positive
TRUE or FALSE.
Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.