make.positive.definite | R Documentation |
This function computes the nearest positive definite of a real symmetric matrix.
See help("make.positive.definite")
from package corpcor
.
Original version by Korbinian Strimmer
Juliane Schaefer, Rainer Opgen-Rhein, Verena Zuber, A. Pedro Duarte Silva and Korbinian Strimmer. (2011). corpcor: Efficient Estimation of Covariance and (Partial) Correlation. R package version 1.6.0. https://CRAN.R-project.org/package=corpcor
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