to_positive_definite

Maps the pairwise covariates to symmetric, positive definite matrices

internal

Implements estimators for structured covariance matrices in the
presence of pairwise and spatial covariates.
Metodiev, Perrot-Dockès, Ouadah, Fosdick, Robin, Latouche & Raftery (2025)
<doi:10.48550/arXiv.2411.04520>.

Martin Metodiev

scov

Structured Covariances Estimators for Pairwise and Spatial
Covariates

Marie Perrot-Dockès

Stéphane Robin

to_positive_definite function

<dl><dt>pairwise_covariate_matrices</dt>
<dd>list of pairwise covariate matrices</dd>
<dt>eig.tol</dt>
<dd>treat EV a as negative if (a / largest eigenvalue) &lt;= eig.tol</dd></dl>

Arguments

Maps the pairwise covariates to symmetric, positive definite matrices — to_positive_definite

<dl>

<dt>pairwise_covariate_matrices</dt>
<dd>list of pairwise covariate matrices</dd>


<dt>eig.tol</dt>
<dd>treat EV a as negative if (a / largest eigenvalue) &lt;= eig.tol</dd>

</dl>

to_positive_definite: Maps the pairwise covariates to symmetric, positive definite matrices

Description

Usage

Value

Arguments