BadRRM {fungible} | R Documentation |
Example improper R matrix reported by Rousseeuw and Molenberghs
A 3 by 3 non-positive definite correlation matrix.
Rousseeuw, P. J. & Molenberghs, G. (1993). Transformation of non positive semidefinite correlation matrices. Communications in Statistics–Theory and Methods, 22(4), 965–984.
data(BadRRM)