LP.simplicial.complex: Locally positive simplicial complex of a covariance matrix....

Description Usage Arguments Value Examples

View source: R/LP.simplicial.complex.R

Description

Locally positive simplicial complex of a covariance matrix. This function gives the set of all subblocks C for which Sigma[C,C] is an inverse M-matrix

Usage

1
LP.simplicial.complex(S, tol = 1e-07)

Arguments

S

the sample covariance matrix

tol

the convergence tolerance (default tol=1e-8)

Value

the simplicial complex

Examples

1

pzwiernik/mtp2 documentation built on Aug. 9, 2020, 12:34 p.m.