Name

createCorr — Creates correlation matrix R.

Calling Sequence

   R=createCorr(X,theta,fcov)
   
   

Parameters

X:

data points (m*n). Rows representing data points.

theta:

parameters of correlation fuction. Row vector.

fcov:

pointer to correlation function.

R:

correlation matrix (m*m).

Description

Creates correlation matrix R. Used in simGaussian and SimCondGaussian.

Examples

X=RLHS(10,3,[1 1 3],[2 4 4])
R=createCorr(X,[1 1 1],'gaussian')

   

See also

SimulateGaussian, SimCondGaussian, findTheta, km

Authors

Janis Janusevskis, 3MI/EMSE

Bibliography