makePosSemiDef: Makes square matrices positive semi-definite.

Description Usage Arguments Value Author(s)

Description

Internal function which returns closest positive semi-definite matrix to input matrix.

Usage

1

Arguments

a

Square matrix.

offset

Offset.

Value

Positive semi-definite matrix.

Author(s)

Saskia Freytag


PeteHaitch/RUVcorr documentation built on May 8, 2019, 1:31 a.m.