Nothing
novelist.assign<- function(m, th, delta,thf = softt)
{
# NOVELIST with change of thresholding and shrinkage intensity as well
# th is a vector of thresholding level
# delta is a vector of shrinkage intensity
diag.m<-diag(diag(m))
m<-cov2cor(m)
l1<-length(delta)
l <- length(th)
dm <- dim(m)
novel.cor.all <- novel.cov.all <- array(m, c(dm[1], dm[2], l,l1))
for (i in 1:l)
{
for (j in 1:l1)
{
novel.cor.all[,,i,j]<-(1-delta[j]) * m+ delta[j] * thf(m, th)[,,i]
novel.cov.all[,,i,j]<-sqrt(diag.m)%*%novel.cor.all[,,i,j]%*%sqrt(diag.m)
}
}
return(list("cor.novel"= novel.cor.all,"cov.novel"= novel.cov.all))
}
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