proj_M_spd: proj_M_spd

Description Usage Arguments

View source: R/proj_M_spd.R

Description

Projects a matrix X on to the SPD manifold.

Usage

1
proj_M_spd(X, c = .Machine$double.eps)

Arguments

X

A matrix to transform into an SPD matrix.

c

c is the eigenvalues threshold (if any eigenvalue is less than c, then the matrix is not SPD, since an SPD matrix has all non-zero eigenvalues).


mrparker909/MGLMRiem documentation built on March 19, 2020, 3:37 p.m.