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.
   

See also

km, findTheta, SimulateGaussian, SimCondGaussian

Authors

Janis Janusevskis, 3MI/EMSE

Bibliography