Description Usage Arguments Value
Make positive and definite covariance matrix
1 | makePositiveDefinite(m1, m2 = NULL, m3 = NULL, threshold = 0.1)
|
m1 |
matrix 1 |
m2 |
matrix 2 |
m3 |
matrix 3 |
threshold |
threshold of difference |
list with
m1 |
the matrix m1 positive and definite |
m2 |
the matrix m2 positive and definite |
m3 |
the matrix m3 positive and definite |
correction |
the magneturde of the correction |
value |
the value |
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