.is.CNSD

Is the matrix conditionally negative semi-definite?
Function adapted from 'is.CNSD' in the CEGO package, v 2.1.0

internal

Various tools for the analysis of univariate, multivariate and functional extremes. Exact simulation from max-stable processes [Dombry, Engelke and Oesting (2016) <doi:10.1093/biomet/asw008>, R-Pareto processes for various parametric models, including Brown-Resnick (Wadsworth and Tawn, 2014, <doi:10.1093/biomet/ast042>) and Extremal Student (Thibaud and Opitz, 2015, <doi:10.1093/biomet/asv045>). Threshold selection methods, including Wadsworth (2016) <doi:10.1080/00401706.2014.998345>, and Northrop and Coleman (2014) <doi:10.1007/s10687-014-0183-z>. Multivariate extreme diagnostics. Estimation and likelihoods for univariate extremes, e.g., Coles (2001) <doi:10.1007/978-1-4471-3675-0>.

Leo Belzile

Modelling of Extreme Values

Jennifer L. Wadsworth

Paul J. Northrop

Scott D. Grimshaw

Jin Zhang

Michael A. Stephens

Art B. Owen

Raphael Huser

.is.CNSD function

<dl><dt>X</dt>
<dd>a symmetric matrix</dd>
<dt>tol</dt>
<dd>tolerance value; eigenvalues between <code>-tol</code> and <code>tol</code> are assumed to be zero.</dd></dl>

Arguments

Author

Is the matrix conditionally negative semi-definite?
Function adapted from 'is.CNSD' in the CEGO package, v 2.1.0 — .is.CNSD

<dl>

<dt>X</dt>
<dd>a symmetric matrix</dd>


<dt>tol</dt>
<dd>tolerance value; eigenvalues between <code>-tol</code> and <code>tol</code> are assumed to be zero.</dd>

</dl>

Is the matrix conditionally negative semi-definite?
Function adapted from 'is.CNSD' in the CEGO package, v 2.1.0

.is.CNSD: Is the matrix conditionally negative semi-definite? Function adapted from 'is.CNSD' in the CEGO package, v 2.1.0

Description

Usage

Arguments

Author