isPD

Helper function to check if matrix is positive definite

Estimates out-of-sample R² through bootstrap or cross-validation as a measure of predictive performance. In addition, a standard error for this point estimate is provided, and confidence intervals are constructed.

Stijn Hawinkel

oosse

Out-of-Sample R² with Standard Error Estimation

isPD function

<dl><dt>mat</dt>
<dd>The matrix</dd>
<dt>tol</dt>
<dd>The tolerance</dd></dl>

Arguments

Helper function to check if matrix is positive definite — isPD

<dl>

<dt>mat</dt>
<dd>The matrix</dd>


<dt>tol</dt>
<dd>The tolerance</dd>

</dl>

isPD: Helper function to check if matrix is positive definite

Description

Usage

Value

Arguments