randomPositiveDefiniteMatrix: Generates a random positive definite matrix

Description Usage Arguments Value

View source: R/dataSimul.R

Description

generates a random positive definite matrix with the specified eigenvalues. Code from: https://stat.ethz.ch/pipermail/r-help/2008-February/153708.html

Usage

1

Arguments

n

dimensions

ev

optional eigenvalues

Value

a random positive definite matrix with requested eigenvalues


barkasn/nbHelpers documentation built on Oct. 10, 2020, 9:46 p.m.