This function repairs correlation matrices, so that the following two properties are ensured: The correlations values should be between -1 and 1, and the diagonal values should be one.
symmetric, PSD distance matrix. If your matrix is not CNSD, use
repaired correlation matrix
Martin Zaefferer and Thomas Bartz-Beielstein. (2016). Efficient Global Optimization with Indefinite Kernels. Parallel Problem Solving from Nature-PPSN XIV. Accepted, in press. Springer.
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