eigenmeth

The function adjusts a negative definite symmetric matrix to make it
 positive definite.

array

Provides functions/methods to accompany the book
Quantitative Risk Management: Concepts, Techniques and Tools by
Alexander J. McNeil, Ruediger Frey, and Paul Embrechts.

Bernhard Pfaff

Provides R-Language Code to Examine Quantitative Risk Management
Concepts

Marius Hofert

Alexander McNeil)

Scott Ulmann

eigenmeth function

<dl><dt>mat</dt>
<dd><code>matrix</code>, a symmetric matrix</dd><dt>delta</dt>
<dd><code>numeric</code>, new size of smallest eigenvalues</dd></dl>

Arguments

Make Matrix Positive Definite — eigenmeth

<dl>

<dt>mat</dt>
<dd><code>matrix</code>, a symmetric matrix</dd>

<dt>delta</dt>
<dd><code>numeric</code>, new size of smallest eigenvalues</dd>

</dl>

eigenmeth: Make Matrix Positive Definite

Description

Usage

Value

Arguments

Details