is.cor {sasLM}

Is it a correlation matrix?

Description

Testing if the input matrix is a correlation matrix or not

Usage

  is.cor(m, eps=1e-16)

Arguments

m

a presumed correlation matrix

eps

epsilon value. An absolute value less than this is considered as zero.

Details

A diagonal component should not be necessarily 1. But it should be close to 1.

Value

TRUE or FALSE

Author(s)

Kyun-Seop Bae [e-mail]