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')
Authors
Janis Janusevskis, 3MI/EMSE |