check_cov_lower: Check Lower Bound of Covariance Parameters
| check_cov_lower | R Documentation |
Check Lower Bound of Covariance Parameters
Description
Ensures that the covariance parameters define a positive definite covariance
matrix. It takes the vector
(\rho_1, \sigma^2_1, ..., \rho_q, \sigma^2_q, \tau^2) and checks if
all \rho_k>0, all \sigma_k^2>=0, and \tau^2>0.
Usage
check_cov_lower(cv, q)
Arguments
cv |
( |
q |
( |
Value
logical(1) with TRUE if all conditions above are
fulfilled.
Examples
# first one is true, all other are false
check_cov_lower(c(0.1, 0, 0.2, 1, 0.2), q = 2)
check_cov_lower(c(0 , 0, 0.2, 1, 0.2), q = 2)
check_cov_lower(c(0.1, 0, 0.2, 1, 0 ), q = 2)
check_cov_lower(c(0.1, 0, 0.2, -1, 0 ), q = 2)
