stats4teaching (version 0.1.0)

is.covmatrix: Covariance matrix

Description

Checks if a given matrix is a covariance matrix for non-degenerate distributions.

Usage

is.covmatrix(matrix)

Value

A logical value: True/False.

Arguments

matrix

a (non-empty) numeric matrix of data values.

Examples

m1 <- matrix(c(2,1.5,1.5,1), nrow = 2, byrow = TRUE)
is.covmatrix(m1)

m2 <- matrix(c(1,0.8,0.8,1), nrow = 2, byrow = TRUE)
is.covmatrix(m2)

m3 <- matrix(c(1,0.7,0.8,1), nrow = 2, byrow = TRUE)
is.covmatrix(m3)