Limits on Missing Value for Positive Definite Matrix

pos_def_limits returns min and max possible values for a positive definite matrix with a specified missing value

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
#>