makespd: Make positive definite Make a matrix positive definite...

Description Usage Arguments Value

View source: R/utils.R

Description

Make positive definite Make a matrix positive definite through tweaking the eigen values

Usage

1
makespd(rho)

Arguments

rho

the input matrix (assuming squared matrix)

Value

a positive definite matrix


JINJINT/ESCO documentation built on May 13, 2021, 7:25 p.m.