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Library:
multi
See also:
domulti
Quantlet:
covcheck
Description:
checks if the covariance matrix is singular
Usage:
y = covcheck(cov)
Input:
cov
matrix, covariance
Output:
y
integer, 1 if regular, 0 if singular
Author:
C. Hafner, S. Sperlich, W. Haerdle, 19971204 license MD*Tech
(C) MD*TECH Method and Data Technologies, 05.02.2006