I have a covariance matrix that is not positive semi-definite matrix and I
need it to be via some sort of adjustment. Is there any R routine or
package to help me do this?
Thanks, Roger
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On 7/21/2006 8:59 AM, roger bos wrote:
I have a covariance matrix that is not positive semi-definite matrix and I
need it to be via some sort of adjustment. Is there any R routine or
package to help me do this?
I think you need to be more specific about what have and what you want,
but if
Duncan == Duncan Murdoch [EMAIL PROTECTED]
on Fri, 21 Jul 2006 09:44:42 -0400 writes:
Duncan On 7/21/2006 8:59 AM, roger bos wrote:
I have a covariance matrix that is not positive semi-definite matrix and
I
need it to be via some sort of adjustment. Is there any R routine
]
To: roger bos [EMAIL PROTECTED]
CC: RHelp r-help@stat.math.ethz.ch
Subject: Re: [R] positive semi-definite matrix
Date: Fri, 21 Jul 2006 09:44:42 -0400
On 7/21/2006 8:59 AM, roger bos wrote:
I have a covariance matrix that is not positive semi-definite matrix and
I
need it to be via some sort
: RHelp
Subject: Re: [R] positive semi-definite matrix
On 7/21/2006 8:59 AM, roger bos wrote:
I have a covariance matrix that is not positive semi-definite matrix and
I
need it to be via some sort of adjustment. Is there any R routine or
package to help me do this?
I think you need
--
-Original Message-
From: [EMAIL PROTECTED] [mailto:r-help-
[EMAIL PROTECTED] On Behalf Of Duncan Murdoch
Sent: Friday, July 21, 2006 9:45 AM
To: roger bos
Cc: RHelp
Subject: Re: [R] positive semi-definite matrix
On 7/21
: RHelp
Subject: Re: [R] positive semi-definite matrix
On 7/21/2006 8:59 AM, roger bos wrote:
I have a covariance matrix that is not positive semi-definite
matrix and
I
need it to be via some sort of adjustment. Is there any R
routine or
package to help me
