posdef: Generate random positive definite matrix

posdefR Documentation

Generate random positive definite matrix

Description

From R Varadhan (https://stat.ethz.ch/pipermail/r-help/2008-February/153708)

Usage

posdef(n, ev = runif(n, 0, 10))

Arguments

n

dimension

ev

eigenvalues (optional)

Value

positive definite matrix


pderdeyn/Stats230pieter documentation built on March 21, 2022, 6:32 a.m.