Nothing
novelist.assign.inv<- 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)
p<-dm[1]
novel.cor.all <- novel.cov.all <-novel.cov.inv.all<-novel.cor.inv.all<- array(matrix(NA,p, p), c(p, p, 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)
e<-eigen(novel.cov.all[,,i,j])$values
if(e[p]>0&((e[1]/e[p])<10^6))
{
novel.cov.inv.all[,,i,j]<-solve(novel.cov.all[,,i,j])
}
e<-eigen(novel.cor.all[,,i,j])$values
if(e[p]>0&(e[1]/e[p])<10^6)
{
novel.cor.inv.all[,,i,j]<-solve(novel.cor.all[,,i,j])
}
}
}
return(list("inv.cor.novel"= novel.cor.inv.all,"inv.cov.novel"= novel.cov.inv.all))
}
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