is.positive.definite: Positive Definite

In jeksterslabds/jeksterslabRds: Jekster's Lab Data Science and Statistics

Description

Checks if eigenvalues in a square matrix are positive.

Usage

is.positive.definite(x, tol = 1e-08)

Arguments

x	A numeric square matrix.
tol	Tolerance.

Value

Returns FALSE if any of the eigenvalues are less than or equal to 0.

Author(s)

Ivan Jacob Agaloos Pesigan

Examples

Sigma <- matrix(
  data = c(
    225, 112.50, 56.25,
    112.5, 225, 112.5,
    56.25, 112.50, 225
  ),
  ncol = 3
)
is.positive.definite(Sigma)

jeksterslabds/jeksterslabRds documentation built on July 16, 2020, 3:41 p.m.