isMatrixPositiveDefinite {campsismod}R Documentation

Is matrix positive definite. Same check as mvtnorm does.

Description

Is matrix positive definite. Same check as mvtnorm does.

Usage

isMatrixPositiveDefinite(matrix, tol = 1e-06)

Arguments

matrix

matrix to check

tol

tolerance when checking the eigenvalues


[Package campsismod version 1.2.2 Index]