 * When flag.corr is on, normalize the input matrix to have ones on the diagonal.  * When flag.bic is on, use the input matrix directly (either cov or corr), and not the sum of squares.
 * When flag.corr is on, normalize the input matrix to have ones on the diagonal.
 * When flag.bic is on, use the input matrix directly (either cov or corr), and not the sum of squares.

SIMEXP/arXiv-1501.05194