Add checks for Positive-definiteness and symmetric matrices for Theta_r - Githubissues

claycantrell / PartInvShinyUI

MMM Lab Partial Invariance Shiny UI

GNU General Public License v3.0

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Add checks for Positive-definiteness and symmetric matrices for Theta_r #6

Open marklhc opened 3 years ago

marklhc commented 3 years ago

Maybe this can help: https://www.rdocumentation.org/packages/matrixcalc/versions/1.0-5/topics/is.positive.definite

meltemozcan commented 3 years ago

Nearest positive definite matrix approximation https://stat.ethz.ch/R-manual/R-devel/library/Matrix/html/nearPD.html

marklhc commented 2 years ago

TODO:

Still have two checks, one for symmetric, the other for PD
No output if matrix input is not symmetric
With output if matrix input is symmetric but not PD; create a warning instead.