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@ -67,6 +67,7 @@ end
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% The estimate of W
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% The estimate of W
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W_opt = S\eye(size(S,1));
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W_opt = S\eye(size(S,1));
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W_opt=(W_opt+W_opt')/2; %assure symmetry
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end
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end
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% The correlation matrix
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% The correlation matrix
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