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Thank you so much for your reply. I looked up the Wolfram Engine and I see that I was confused. A question that maybe you can answer: When using the Engine, is the notebook interface available locally, or only on the cloud. Thanks again.
Has anyone developed Mathematica code to find the nearest positive definite matrix to a proposed correlation matrix?  An investment consultant has published his proposed correlation matrix, but it is not positive definite, and cannot be used for...