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BMhyb (version 1.5.2)

BrissetteEtAlCorrection: Transforming current variance covariance matrix to a positive definite matrix

Description

Use method to search for a positive definite matrix.

Usage

BrissetteEtAlCorrection(V.modified, min.eigenvalue=1e-6, max.attempts=10)

Arguments

V.modified

a matrix

min.eigenvalue

minimum of eigenvalues of V.modified

max.attempts

maimum number of attempt for transformation

Value

a postive definite matrix.

Details

The function replaces negative eigenvalues of the variance covariance matrix to a small positive value, and then transform it back to the matrix.

References

Brissette F., Khalili M. Leconte R. 2007. Efficient stochastic generation of mult-site synthetic precipitation data. Journal of Hydrology 345:121-133.