Open marklhc opened 3 years ago
Maybe this can help: https://www.rdocumentation.org/packages/matrixcalc/versions/1.0-5/topics/is.positive.definite
Nearest positive definite matrix approximation https://stat.ethz.ch/R-manual/R-devel/library/Matrix/html/nearPD.html
TODO:
Maybe this can help: https://www.rdocumentation.org/packages/matrixcalc/versions/1.0-5/topics/is.positive.definite