[R] matrix bending

[jarrod.hadfield@imperial.ac.uk]

Dear All,

I was wondering whether any one knows of a matrix bending function in 
R that can turn non-positive definite matrices into the nearest 
positive definite matrix.  I was hoping there would be something akin 
to John Henshall's flbend program 
(http://agbu.une.edu.au/~kmeyer/pdmatrix.html), which allows the 
standard errors of the estimated matrix elements to be considered in 
the bending process.

Thanks,

Jarrod.