NearestCorrelationMatrixAlgorithm Enumeration

Enumerates the possible algorithms for computing the nearest correlation matrix.

Definition

Namespace: Numerics.NET.Statistics
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.0.2
C# 
public enum NearestCorrelationMatrixAlgorithm

Members

ScaledProjection0 Use a method that scales a projection onto positive definite matrices.
AlternatingProjections1 Use an iterative method that alternates between projecting on positive definite and unit diagonal matrices.

See Also