View source: R/sigex.renderpd.r
sigex.renderpd | R Documentation |
Modifies a covariance matrix so that it is pd
sigex.renderpd(L.mat, D.mat, thresh)
L.mat |
Rectangular, lower Cholesky factor |
D.mat |
Vector of diagonal entries in Cholesky decomposition |
thresh |
A threshold for condition numbers. The new covariance matrix has a modified D matrix, such that the condition numbers (with the same L.mat) are bounded below by thresh. |
conds.new: new condition numbers
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.