Last chance! 50% off unlimited learning
Sale ends in
is_pos_def makes a correlation matrix from a vector
is_pos_def(cor_mat, tol = 1e-08)logical value
a correlation matrix
the tolerance for comparing eigenvalues to 0
is_pos_def(matrix(c(1, .5, .5, 1), 2)) # returns TRUE
is_pos_def(matrix(c(1, .9, .9,
.9, 1, -.2,
.9, -.2, 1), 3)) # returns FALSE
Run the code above in your browser using DataLab