ensure_PD: To ensure positive definiteness
In robertsy/assimilr: Local Ensemble Kalman Particle Filters
Description
Only used in pathological cases.
Project covariance P on closed positive-definite matrix.
Used in enkf_step to ensure that Q is pd, which happens to not be the case
in a few pathological cases.
Usage
1
ensure_PD(P)
robertsy/assimilr documentation built on May 27, 2019, 10:33 a.m.
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Description
Only used in pathological cases. Project covariance P on closed positive-definite matrix. Used in enkf_step to ensure that Q is pd, which happens to not be the case in a few pathological cases.
Usage
1 | ensure_PD(P)
|
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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