data(BadRLG)
out <- smoothLG(R = BadRLG, Penalty = 50000)
cat("\nGradient at solution:", out$gr,"\n")
cat("\nNearest Correlation Matrix\n")
print( round(out$RLG,8) )
cat("\nFrobenius norm of (NPD - PSD) matrix\n")
print(normF(BadRLG - out$RLG ))
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