[R] Positive semidefinite correlation Matrix

[stephanmi1 at web.de]

   Hello,
   I'm searching for a function that creates the nearest positive semidefinite
   correlation matrix.
   Up to now I was only able to find the function nearcor().
   Due to the fact, that a correlation matrix is only forced to be positive
   semidefinite,
   I prefer to find the nearest semidefinite one, and not the nearest positive
   definite correlation matrix like nearcor() is doing it.
   Is anyone aware of such a function?
   Thanks.
   With kind regards.
   Stephan

   Ihr WEB.DE Postfach immer dabei: die kostenlose WEB.DE Mail App für iPhone
   und Android.
   [1]https://produkte.web.de/freemail_mobile_startseite/

References

   1. https://produkte.web.de/freemail_mobile_startseite/