get_posdef_matrix: Generating a random positive-definite matrix
In OriolAbril/mombftron: mombf Simultron
Description
Usage
Arguments
Details
Description
Generating a random positive-definite matrix with user-specified
positive eigenvalues. If eigenvalues are not specified, they are
generated from a uniform distribution.
Usage
1
get_posdef_matrix(n, ev = runif(n, 0, 10))
Arguments
n
Dimension of the matrix
ev
eigenvalue vector
Details
Function taken from https://stat.ethz.ch/pipermail/r-help/2008-February/153708
OriolAbril/mombftron documentation built on July 28, 2020, 1:15 a.m.
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Description Usage Arguments Details
Description
Generating a random positive-definite matrix with user-specified positive eigenvalues. If eigenvalues are not specified, they are generated from a uniform distribution.
Usage
1 | get_posdef_matrix(n, ev = runif(n, 0, 10))
|
Arguments
n |
Dimension of the matrix |
ev |
eigenvalue vector |
Details
Function taken from https://stat.ethz.ch/pipermail/r-help/2008-February/153708
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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