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stremo (version 0.2)

is.within.bounds: Check if all covariances in a covariance matrix are within bounds.

Description

This function checks whether all covariances are within the expected values. It uses the diagonal to extract the standard deviations, so one ought to make sure that all values in the diagonal are correct.

Usage

is.within.bounds(covmat)

Arguments

covmat
A covariance matrix to be tested. Should be Hermitian.

Value

TRUE or FALSE. If FALSE, some information about which covariances are out of bounds is printed.

See Also

is.pd and is.hermitian.

Examples

Run this code
data(latta)
is.within.bounds(latta.greenhouse.cov)

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