Tries to invert a matrix by solve
. If this fails because of
singularity, an eigenvector decomposition is computed, and eigenvalues below
1/cmax
are replaced by 1/cmax
, i.e., cmax
will be the
corresponding eigenvalue of the inverted matrix.
solvecov(m, cmax = 1e+10)
A list with the following components: inv
the inverted
matrix, coll
TRUE
if solve
failed because of
singularity.
a numeric symmetric matrix.
a positive value, see above.
Christian Hennig
solve, eigen