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There are two basic types of bump we'd like to support:
A bump to all correlations, designed to preserve positive-semi-definiteness of the correlation matrix.
A bump to one correlation pair. This is quite likely to pull the matrix into non-positive-semi-definite territory, so we'd need some way to handle that, for example bumping the pair in the other direction or by a different amount, which we'd have to report.
The text was updated successfully, but these errors were encountered:
There are two basic types of bump we'd like to support:
The text was updated successfully, but these errors were encountered: