Hello, I'm searching for a function that creates the nearest positive semidefinite correlation matrix. Up to now I was only able to find the function nearcor(). Due to the fact, that a correlation matrix is only forced to be positive semidefinite, I prefer to find the nearest semidefinite one, and not the nearest positive definite correlation matrix like nearcor() is doing it. Is anyone aware of such a function? Thanks. With kind regards. Stephan Ihr WEB.DE Postfach immer dabei: die kostenlose WEB.DE Mail App f?r iPhone und Android. [1]https://produkte.web.de/freemail_mobile_startseite/ References 1. https://produkte.web.de/freemail_mobile_startseite/