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krisp toolbox >> krisp toolbox > decompose_estBeta

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

Authors

Bibliography

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