Nothing
"makepd" <-
function(mat, eig.tol=1.0000e-06){
cor.mat <- covtocor(mat)
mat <- cor.mat$mat
eig <- eigen(mat, symmetric = TRUE)
D <- sort(eig$values)
S <- eig$vectors[,order(sort(D, decreasing=TRUE ))]
D[which(D<eig.tol)] <- eig.tol
for (i in 1:ncol(S)) S[,i] <- S[,i] * D[i]
B <- t(sumsqscale(t(S)))
A <- B %*% t(B)
return (cortocov(A, cor.mat$sd))
}
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