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Knowledge Base

Calculates the transformation matrix to generate multiple sequences of correlated random variables.

 

Supported Product: FDTD, MODE, DEVICE, INTERCONNECT

 

Syntax

Description

corrtransf(A);

Calculate the transformation matrix to generate multiple sequences of correlated random variables given a correlation matrix A.

 

Example

This is a simple example of the command.

A = [1,2;3,4];

?corrtransf(cov(A));

result: 

-1  -1  

-4.09555e-009  4.09555e-009 

 

See Also

Functions, cov, corrcoef

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