posdef: Find nearest positive definite matrix
In tanyalrogers/GPEDM: Gaussian Process regression for Empirical Dynamic Modeling
posdef R Documentation
Find nearest positive definite matrix
Description
If the output matrix from getrhomatrix is not positive
definite, this will find an approximate matrix that is using Matrix::nearPD()
with corr=TRUE.
Usage
posdef(mat)
Arguments
mat
A symmetrical square matrix with 1's on diagonal.
Value
An approximate version of mat that is positive definite. Row and column names are retained.
See Also
getrhomatrix
tanyalrogers/GPEDM documentation built on June 1, 2025, 8:10 p.m.
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| posdef | R Documentation |
Find nearest positive definite matrix
Description
If the output matrix from getrhomatrix is not positive
definite, this will find an approximate matrix that is using Matrix::nearPD()
with corr=TRUE.
Usage
posdef(mat)
Arguments
mat |
A symmetrical square matrix with 1's on diagonal. |
Value
An approximate version of mat that is positive definite. Row and column names are retained.
See Also
getrhomatrix
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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