cov2prec: Covariance matrix to its matrix inverse (Precision matrix)
Description
Covariance matrix to its matrix inverse (Precision matrix)
Usage
cov2prec(Cov, tol = 1e-04)
Arguments
Cov
symmetric covariance matrix (can be correlation also)
tol
tolerance to define a zero eigenvalue (ie - is Prec positive definite)