positive_definite {TSsmoothing}

Checks if a squared matrix is positive definite and turn it to positive definied if necessary

Description

Checks if a squared matrix is positive definite and turn it to positive definied if necessary

Usage

positive_definite(m, c = NULL)

Arguments

m

Is a 2x2 matrix.

c

Is a small nonegative number.

Value

The same matrix (if positive definite) or its modification that is positive definite.