is.covmatrix {stats4teaching} | R Documentation |
Checks if a given matrix is a covariance matrix for non-degenerate distributions.
is.covmatrix(matrix)
matrix |
a (non-empty) numeric matrix of data values. |
A logical value: True/False.
m1 <- matrix(c(2,1.5,1.5,1), nrow = 2, byrow = TRUE)
is.covmatrix(m1)
m2 <- matrix(c(1,0.8,0.8,1), nrow = 2, byrow = TRUE)
is.covmatrix(m2)
m3 <- matrix(c(1,0.7,0.8,1), nrow = 2, byrow = TRUE)
is.covmatrix(m3)