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Table 2 Deviation and correlation between the upper triangle elements of V(5 × 5) (the covariance matrix) and its weighted (using W(5 × 5)) bent matrix

From: mbend: an R package for bending non-positive-definite symmetric matrices to positive-definite

Statistics HJ03–2a HJ03–4b LRS14c
Min (dev.) −20.0068 −20.0008 −19.9923
Max (dev.) 5.8467 5.8456 5.8638
Mean (dev.) −1.7167 −1.7161 −1.7158
AAD 3.6262 3.6253 3.6338
Weighted AAD 0.6102 0.6100 0.6122
Correlation 0.9623 0.9623 0.9622
Weighted correlation 0.9955 0.9955 0.9955
RMSD 6.3706 6.3687 6.3748
Weighted RMSD 0.5328 0.5327 0.5347
Number of iterations 248 428 787
  1. dev. = bend(V) – V; AAD = average absolute deviation; RMSD = root of mean squared deviation; a Method of Jorjani et al. [4] with ϵ = 10−2; b Method of Jorjani et al. [4] with ϵ = 10−4; c Method of Schaeffer [3]