Use method to search for a positive definite matrix.
BrissetteEtAlCorrection(V.modified, min.eigenvalue=1e-6, max.attempts=10)
a matrix
minimum of eigenvalues of V.modified
maimum number of attempt for transformation
a postive definite matrix.
The function replaces negative eigenvalues of the variance covariance matrix to a small positive value, and then transform it back to the matrix.
Brissette F., Khalili M. Leconte R. 2007. Efficient stochastic generation of mult-site synthetic precipitation data. Journal of Hydrology 345:121-133.