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sasLM (version 0.10.5)

is.cor: Is it a correlation matrix?

Description

Testing if the input matrix is a correlation matrix or not

Usage

is.cor(m, eps=1e-16)

Value

TRUE or FALSE

Arguments

m

a presumed correlation matrix

eps

epsilon value. An absolute value less than this is considered as zero.

Author

Kyun-Seop Bae k@acr.kr

Details

A diagonal component should not be necessarily 1. But it should be close to 1.