Nothing
repairMatrix <- function(C) {
# compute eigenvectors/-values
E <- eigen(C, symmetric = TRUE)
V <- E$vectors
D <- E$values
# replace negative eigenvalues by zero
D <- pmax(D, 0)
# reconstruct correlation matrix
BB <- V %*% diag(D) %*% t(V)
# rescale correlation matrix
T <- 1/sqrt(diag(BB))
TT <- outer(T,T)
C <- BB * TT
C
}
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