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sfsmisc
2011 Feb 04
2
always about positive definite matrix
...main problems are two: assessing the symmetry of the given matrix and dealing with eigenvalues very close to zero.
> Do I miss some important points?
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> The functions that have been mentioned are eigen (I think in particualr the isSymmetric.matrix function), the function posdefify of the sfmisc package and the function nearPD of the Matrix package. I believe that some conversations have not been shared with the mailing list and therefore I find difficult to trace everything.
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> I understood very well the summary in four points given by Dr.Spencer Graves (message 53 of ISSUE 30, VOL...