check_transform_positivedefinit: Bending of a List of Matrices for Different Random Effects

Description Usage Arguments

View source: R/MakePD.R

Description

Given a list of variance-covariance matrices passed by the parameter pl_mat, each of the matrices is checked whether it is positive definite based on the smallest eigenvalue of the matrix. Non-positive definite matrices are bent using a method that is determined based on the parameters given. If the function is called with just the list of matrices, then the Schaeffer method is used using the function makePD2(). Specifing a ratio between largest and smallest eigenvalue using the parameter pn_ratio causes the usage of the ratio method. When specifying a minimal eigenvalue using parameter pn_eps, the method of Jorjani et al. 2003 is used. This method exists in a weighted and an unweighted version. Which of the two versions is used is determined by the parameter pmat_weight. When a weight matrix is given via pmat_weight the weighted version is used, otherwise the unweighted version is used.

Usage

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check_transform_positivedefinit(
  pl_mat,
  pn_ratio = NULL,
  pn_eps = NULL,
  pmat_weight = NULL,
  pn_digits = NULL,
  pb_log = FALSE,
  plogger = NULL
)

Arguments

pl_mat

list of input matrices which are bent if necessary

pn_ratio

specified ratio between largest and smallest eigenvalue

pn_eps

smallest eigenvalue in weighted bending

pmat_weight

weight matrix for weighted bending

pn_digits

number of digits to be rounded to

pb_log

indicator flag for logging

plogger

log4r object to log to


pvrqualitasag/rvcetools documentation built on Dec. 31, 2021, 2:09 p.m.