pos_def_limits returns min and max possible values for a positive definite matrix with a specified missing value
Usage
pos_def_limits(..., steps = 0.01, tol = 1e-08)
Arguments
- ...
the correlations among the variables as a vars\*(vars-1)/2 vector
- steps
the tolerance for min and max values
- tol
the tolerance for comparing eigenvalues to 0
Value
dataframe with min and max values
Examples
pos_def_limits(.8, .2, NA)
#> $min
#> [1] -0.42
#>
#> $max
#> [1] 0.74
#>
