Validate Positive Semi-Definite Matrices — validate_positive

Validates that all matrices in a list are symmetric and positive semi-definite.

validate_positive_definite(varcov_list)

Arguments

varcov_list: List of matrices. Each matrix is checked to ensure it is symmetric and positive semi-definite.

NULL. If all matrices pass, the function returns nothing. If any matrix fails, it stops with an error message.