makePositiveDefinite: Make Positive Definite
In piotrek-orlowski/affineModelR: Affine Jump Diffusion Models for R
makePositiveDefinite R Documentation
Make Positive Definite
Description
Take a semi-positive definite matrix and use the eigenvalue decomposition to obtain the nearest positive definite matrix
Usage
makePositiveDefinite(semiDefMat, relEig = 1e-06)
Arguments
semiDefMat
semi-pos-def matrix, symmetric
relEig
relative range of eigenvalues taken to define the pd matrix
Value
matrix size of semiDefMat
piotrek-orlowski/affineModelR documentation built on July 11, 2022, 3:25 p.m.
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| makePositiveDefinite | R Documentation |
Make Positive Definite
Description
Take a semi-positive definite matrix and use the eigenvalue decomposition to obtain the nearest positive definite matrix
Usage
makePositiveDefinite(semiDefMat, relEig = 1e-06)
Arguments
semiDefMat |
semi-pos-def matrix, symmetric |
relEig |
relative range of eigenvalues taken to define the pd matrix |
Value
matrix size of semiDefMat
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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