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Nearest Correlation Matrix In Mark 24 of the NAG Library we have further extended the functionality in the area of computing the Nearest Correlation Matrix. In this mini-article we take look at Nearest Correlation Matrix
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Document Date: 2013-02-25 19:00:00
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Nearest Correlation Matrix In Mark 24 of the NAG Library we have further extended the functionality in the area of computing the Nearest Correlation Matrix. In this mini-article we take look at Nearest Correlation Matrix