Name
decompose_estBeta — Preforms Cholesky decomposition for covariance/correlation matrix. Calculates T_kriging M_kriging Ty_kriging frf_kriging Tyfb_kriging and estimates Beta_kriging if necessary.
Calling Sequence
decompose_estBeta(kmodel);
Parameters
- model:
mlist of type kmodel created previously.
Description
Performs Cholesky decomposition for covariance/correlation matrix. Calculates T_kriging M_kriging Ty_kriging frf_kriging Tyfb_kriging and estimates Beta_kriging if necessary. This function sets global variables T_kriging M_kriging Ty_kriging frf_kriging Tyfb_kriging Beta_kriging.
Examples
See demos directory for more examples.
Authors
Janis Janusevskis, 3MI/EMSE |