is_posdef: Matrix Positive-Definiteness Check
In antshi/CovEstim: (High-dimensional) Covariance Estimation
View source: R/cov_help_funcs.R
is_posdef R Documentation
Matrix Positive-Definiteness Check
Description
Performs a tolerance check for positive-definiteness of a symmetric matrix.
Usage
is_posdef(mat, tol = 1e-08)
Arguments
mat
a pxp matrix.
tol
a double with tolerance for the eigenvalues. Default value is 1e-8.
Value
a logical. TRUE, if the matrix mat is positive-definite.
Examples
data(rets_m)
ml_sigma <- cov_estim_wrapper2(rets_m, "ML")
is_posdef(ml_sigma)
ml_sigma <- cov_estim_wrapper2(rets_m[1:100, ], "ML")
is_posdef(ml_sigma)
antshi/CovEstim documentation built on June 10, 2025, 3:11 a.m.
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.
View source: R/cov_help_funcs.R
| is_posdef | R Documentation |
Matrix Positive-Definiteness Check
Description
Performs a tolerance check for positive-definiteness of a symmetric matrix.
Usage
is_posdef(mat, tol = 1e-08)
Arguments
mat |
a pxp matrix. |
tol |
a double with tolerance for the eigenvalues. Default value is 1e-8. |
Value
a logical. TRUE, if the matrix mat is positive-definite.
Examples
data(rets_m)
ml_sigma <- cov_estim_wrapper2(rets_m, "ML")
is_posdef(ml_sigma)
ml_sigma <- cov_estim_wrapper2(rets_m[1:100, ], "ML")
is_posdef(ml_sigma)
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.