tag:blogger.com,1999:blog-1030843649156642824.post8097439526319305113..comments2024-03-27T23:21:37.777-07:00Comments on Adventures in Statistical Computing: Non-PD Matrices in R, Cont.DomPazzhttp://www.blogger.com/profile/03719303398561955319noreply@blogger.comBlogger1125tag:blogger.com,1999:blog-1030843649156642824.post-54375928967085456972012-11-28T05:59:36.200-08:002012-11-28T05:59:36.200-08:00For a way to compute the nearest postitive definit...For a way to compute the nearest postitive definite matrix in SAS/IML, see http://blogs.sas.com/content/iml/2012/11/28/computing-the-nearest-correlation-matrix/Rick Wicklinhttps://www.blogger.com/profile/13919716786757842151noreply@blogger.com