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]