Hard-Thresholding Opreator on Covariance Matrix

Apply independence model on a covariance matrix.

1 |

`sigma` |
a covariance matrix |

a regularized covariance matrix after applying independence model

1 2 3 | ```
data(m.excess.c10sp9003)
cov.SAM <- cov(m.excess.c10sp9003)
Ind.Cov(cov.SAM)
``` |

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