BrissetteEtAlCorrection: Transforming current variance covariance matrix to a positive...

Description Usage Arguments Details Value Author(s) References

View source: R/bmhyb.r

Description

Use method to search for a positive definite matrix.

Usage

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	BrissetteEtAlCorrection(V.modified, min.eigenvalue=1e-6, max.attempts=10)
	

Arguments

V.modified

a matrix

min.eigenvalue

minimum of eigenvalues of V.modified

max.attempt

maimum number of attempt for transformation

Details

The function replaces negative eigenvalues of the variance covariance matrix to a small positive value, and then transform it back to the matrix.

Value

a postive definite matrix.

Author(s)

Brian O'Meara, Dwueng-Chwuan Jhwueng.

References

Brissette F., Khalili M. Leconte R. 2007. Efficient stochastic generation of mult-site synthetic precipitation data. Journal of Hydrology 345:121-133.


bomeara/BMhyb documentation built on Oct. 19, 2017, 5:48 a.m.