mpd: Coerce a non-positive definite symmetric matrix to positive...
In abnormally-distributed/cvreg: Cross Validation and Robust Estimation Utilities
Description
Usage
Arguments
Value
Description
This is a wrapper around the Matrix package's nearPD
function. If the diagonal of the original matrix is all 1s, this is
detected and assumed to indicate the input is a correlation matrix,
so the resulting output is converted to a correlation matrix via
cov2cor. If the diagonal is not all 1s, this is not applied.
Usage
1
mpd(m, tol = 1e-06)
Arguments
m
a symmetric matrix
tol
the tolerance value determines what eigenvalues are considered
essentially zero. the default is 1e-6.
Value
a matrix
abnormally-distributed/cvreg documentation built on May 3, 2020, 3:45 p.m.
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Description Usage Arguments Value
Description
This is a wrapper around the Matrix package's nearPD function. If the diagonal of the original matrix is all 1s, this is detected and assumed to indicate the input is a correlation matrix, so the resulting output is converted to a correlation matrix via cov2cor. If the diagonal is not all 1s, this is not applied.
Usage
1 | mpd(m, tol = 1e-06)
|
Arguments
m |
a symmetric matrix |
tol |
the tolerance value determines what eigenvalues are considered essentially zero. the default is 1e-6. |
Value
a matrix
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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