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- gvar.regulate is a new tool for regulating singularities
in correlation matrices. It has two regulation schemes,
one tailored for Cholesky decompositions of the
correlation matrix (eps), and the other using an
SVD decomposition (svdcut). The Cholesky/eps scheme is
typically a bit faster, but is less robust numerically.
The SVD scheme uses gvar.svd. The Cholesky implementation
is based on a recommendation from Giacomo Petrillo.
- Keyword add_svdnoise in gvar.svd has been replaced by keyword noise.
The old keyword still works, however (for legacy code).
- gvar.chi2, gvar.raniter, gvar.bootstrap_iter now have the option
of specifying either eps or svdcut (passed on to gvar.regulate).
- More efficient implementations of gvar.sdev and gvar.var.