is_pos_def makes a correlation matrix from a vector
Usage
is_pos_def(cor_mat, tol = 1e-08)
Arguments
- cor_mat
a correlation matrix
- tol
the tolerance for comparing eigenvalues to 0
Examples
is_pos_def(matrix(c(1, .5, .5, 1), 2)) # returns TRUE
#> [1] TRUE
is_pos_def(matrix(c(1, .9, .9,
.9, 1, -.2,
.9, -.2, 1), 3)) # returns FALSE
#> [1] FALSE
