makePositiveDefinite: Make positive and definite covariance matrix
In cavei/houseOfClipUtility: Clip Legacy Functions
Description
Usage
Arguments
Value
Description
Make positive and definite covariance matrix
Usage
1
makePositiveDefinite(m1, m2 = NULL, m3 = NULL, threshold = 0.1)
Arguments
m1
matrix 1
m2
matrix 2
m3
matrix 3
threshold
threshold of difference
Value
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
cavei/houseOfClipUtility documentation built on May 12, 2019, 5:23 p.m.
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Description Usage Arguments Value
Description
Make positive and definite covariance matrix
Usage
1 | makePositiveDefinite(m1, m2 = NULL, m3 = NULL, threshold = 0.1)
|
Arguments
m1 |
matrix 1 |
m2 |
matrix 2 |
m3 |
matrix 3 |
threshold |
threshold of difference |
Value
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 |
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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