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checkPosDef

Check a matrix for positive definitness


Description

Uses eigen to check positive definiteness. Follows example used in MASS package by W. N. Venables and Brian D. Ripley

Usage

checkPosDef(X, tol = 1e-06)

Arguments

X

A matrix

tol

Tolerance (closeness to 0 required to declare failure)

Value

TRUE or FALSE

Author(s)

Paul E. Johnson <pauljohn@ku.edu>


rockchalk

Regression Estimation and Presentation

v1.8.144
GPL (>= 3.0)
Authors
Paul E. Johnson [aut, cre], Gabor Grothendieck [ctb]
Initial release
2019-03-07

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