rStats.js v1.3.0
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    Interface CholOptions

    Options for chol.

    interface CholOptions {
        pivot?: boolean;
        tol?: number;
    }
    Index
    pivot?: boolean

    Use diagonal pivoting (largest remaining diagonal first), which also works for positive semi-definite matrices. Default: false.

    tol?: number

    Stopping tolerance for the pivoted decomposition. A negative value means n * eps * max(diag(x)). Default: -1. Used only with pivot: true.