Thresholds the gram matrix

1 | ```
ThresholdGram(gram.full, delta = 1/log(dim(gram.full)[1]))
``` |

`gram.full` |
the gram matrix before the elementwise thresholding, a p by p symmetric matrix |

`delta` |
the threshold, the default is 1/log(p) |

A list with two elements

`gram.sd ` |
the threhsolded gram matrix, a sparse matrix |

`gram.bias ` |
the difference of the orginal matrix and the threholded matrix |

1 2 3 4 5 6 7 | ```
p <-10
off.diag<-matrix(runif(p^2),p,p)
omega <- (off.diag+t(off.diag))*0.3
diag(omega) <- 1
omega.omega<-ThresholdGram(omega,0.3)
omega.omega$gram
omega.omega$gram.bias
``` |

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