Mbend: an R package for bending non-positive-definite symmetric matrices to positive-definite.

ABSTRACT:

Background

R package mbend was developed for bending symmetric non-positive-definite matrices to positive-definite (PD). Bending is a procedure of transforming non-PD matrices to PD. The covariance matrices used in multi-trait best linear unbiased prediction (BLUP) should be PD. Two bending methods are implemented in mbend. The first is an unweighted bending with small positive values in a descending order replacing negative eigenvalues (LRS14), and the second method is a weighted (precision-based) bending with a custom small positive value (ϵ) replacing smaller eigenvalues (HJ03). Weighted bending is beneficial, as it relaxes low precision elements to change and it reduces or prohibits the change in high precision elements. Therefore, a weighted version of LRS14 was developed in m

SUBMITTER: Nilforooshan MA 

PROVIDER: S-EPMC7469428 | biostudies-literature | 2020 Sep

REPOSITORIES: biostudies-literature