mom.optimal_weighting_matrix.m: assure symmetry of W_opt

2022-09-16 10:36:55 +02:00 · 2022-09-16 10:36:55 +02:00 · 43978cada3
parent be76203d0f
commit 43978cada3
1 changed files with 1 additions and 0 deletions
--- a/matlab/+mom/optimal_weighting_matrix.m
+++ b/matlab/+mom/optimal_weighting_matrix.m
@ -67,6 +67,7 @@ end
 % The estimate of W
 W_opt = S\eye(size(S,1));

+W_opt=(W_opt+W_opt')/2; %assure symmetry
 end

 % The correlation matrix