is_pos_def: Check a Matrix is Positive Definite
In debruine/faux: Simulation for Factorial Designs
is_pos_def R Documentation
Check a Matrix is Positive Definite
Description
is_pos_def makes a correlation matrix from a vector
Usage
is_pos_def(cor_mat, tol = 1e-08)
Arguments
cor_mat
a correlation matrix
tol
the tolerance for comparing eigenvalues to 0
Value
logical value
Examples
is_pos_def(matrix(c(1, .5, .5, 1), 2)) # returns TRUE
is_pos_def(matrix(c(1, .9, .9,
.9, 1, -.2,
.9, -.2, 1), 3)) # returns FALSE
debruine/faux documentation built on Jan. 18, 2025, 2:29 a.m.
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| is_pos_def | R Documentation |
Check a Matrix is Positive Definite
Description
is_pos_def makes a correlation matrix from a vector
Usage
is_pos_def(cor_mat, tol = 1e-08)
Arguments
cor_mat |
a correlation matrix |
tol |
the tolerance for comparing eigenvalues to 0 |
Value
logical value
Examples
is_pos_def(matrix(c(1, .5, .5, 1), 2)) # returns TRUE
is_pos_def(matrix(c(1, .9, .9,
.9, 1, -.2,
.9, -.2, 1), 3)) # returns FALSE
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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