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sdev
2003 Dec 01
1
matrix bending
Dear All,
I was wondering whether any one knows of a matrix bending function in
R that can turn non-positive definite matrices into the nearest
positive definite matrix. I was hoping there would be something akin
to John Henshall's flbend program
(http://agbu.une.edu.au/~kmeyer/pdmatrix.html), which allows the
standard errors of the estimated matrix elements to be considered in
the