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Check if matrix is a correlation matrix

Source: R/utilities.R
is_cor_matrix.Rd

Checks if matrix is numeric, symmetric, has diagonal elements of one, has only entries in [-1, 1], and is positive definite. Prints a warning if a problem was found.

Usage

is_cor_matrix(m, tol = 1e-09)

Arguments

m

Matrix.

tol

Tolerance for checking diagonal elements.

Value

TRUE if matrix is a correlation matrix, else FALSE.