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Programming and Computer Science
Negative eigenvalues in covariance matrix
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[QUOTE="BWV, post: 6541022, member: 88243"] Thanks, afraid of that, will have to hack the MATLAB function to do this, surprised there is not an option on the cov function or another built-in function to do this. Its just something I am playing around with, so not sure if I will invest the time [/QUOTE]
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Negative eigenvalues in covariance matrix
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