NearestCovMethods Namespace Reference

Enumerations
enum	NearestCovMethod { abs , zero , delta , none }
	The NearestCovMethod enum defines the method to be used by the NearesCov algorythmus. More...

Enumeration Type Documentation

NearestCovMethod

enum NearestCovMethods::NearestCovMethod

The NearestCovMethod enum defines the method to be used by the NearesCov algorythmus.

Enumerator
abs	Correcting negative eigenvaules to their absolut.
zero	Correcting negative eigenvaules to zero.
delta	Correcting negative eigenvaules to a defined delta.
none	No Correction, direct passtrough.

{
  abs,    
  zero,   
  delta,  
  none    
};