condition: Project matrix to nearest well conditioned positive definite...

View source: R/estimate_R.R

conditionR Documentation

Project matrix to nearest well conditioned positive definite matrix.

Description

Project matrix to nearest well conditioned positive definite matrix.

Usage

condition(R, cond_num = 1e+05, corr = FALSE)

Arguments

R

Matrix

cond_num

Maximum allowable condition number (max(eigenvalue)/min(eigenvalue))


jean997/sumstatFactors documentation built on April 15, 2024, 6:39 p.m.