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repairMatrix <- function(C, eps = 0) {
## compute eigenvectors/-values
E <- eigen(C, symmetric = TRUE)
V <- E$vectors
D <- E$values
## replace *negative* eigenvalues by eps
D <- pmax(D, eps)
## reconstruct correlation matrix
BB <- V %*% diag(D) %*% t(V)
## rescale correlation matrix
T <- 1/sqrt(diag(BB))
TT <- outer(T,T)
BB * TT
}
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