make.positive.definite: Compute Nearest Positive Definite Matrix
Description
This function computes the nearest positive definite of a real symmetric matrix.
See help("make.positive.definite") from package corpcor.source
Juliane Schaefer, Rainer Opgen-Rhein, Verena Zuber, A. Pedro Duarte Silva and Korbinian Strimmer. (2011). corpcor: Efficient Estimation of Covariance and (Partial) Correlation. R package version 1.6.0. http://CRAN.R-project.org/package=corpcor