Description Usage Arguments Value Examples

This routine calculates the NPD estimator for *covariance* based on Qn

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`data` |
the n by p raw data matrix |

`eigenTol` |
tolerance in eigen system, used in finding nearest positive matrix |

`convTol` |
tolerance in cov, used in finding nearest positive matrix |

`psdTol` |
tolerance in psd, used in finding nearest positive matrix |

`maxit` |
max iterations in finding nearest positive matrix |

a matrix with dimension p by p, NPD estimator

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