solverMLE(...,ZeroTolerance=>...) -- optional input to set the largest absolute value that should be treated as zero

Synopsis

Usage:

solverMLE(G,U,ZeroTolerance=>n)
Inputs:
- n, a real number, default is 1e-10

Description

After computing the variety of the zero-dimensional ideal of the score equations, solverMLE needs to determine which points lie in the PD cone. A matrix is assumed to be positive definite if for all eigenvalues e:

- realPart e > ZeroTolerance

- abs imaginaryPart e <= ZeroTolerance

If an MLE matrix contains an imaginary part below the tolerance level, then only the real part is reported in the output. (See checkPD(...,ZeroTolerance=>...))

Further information

Default value: 1e-10
Function: solverMLE -- Maximum likelihood estimate of a loopless mixed graph
Option key: ZeroTolerance -- optional input to set the largest absolute value that should be treated as zero

Functions with optional argument named ZeroTolerance: