solvecov {mrds} | R Documentation |
Invert of covariance matrices
Description
Tries to invert a matrix by solve
. If this fails because of
singularity, an eigenvector decomposition is computed, and eigenvalues below
1/cmax
are replaced by 1/cmax
, i.e., cmax
will be the
corresponding eigenvalue of the inverted matrix.
Usage
solvecov(m, cmax = 1e+10)
Arguments
m |
a numeric symmetric matrix. |
cmax |
a positive value, see above. |
Value
A list with the following components: inv
the inverted
matrix, coll
TRUE
if solve
failed because of
singularity.
Source
solvecov
code was taken from package fpc
: Christian Hennig
Author(s)
Christian Hennig
See Also
solve, eigen
[Package mrds version 2.3.0 Index]