Constructs an InputVariableCorrelator instance for the given number of sample inputs and desired correlation matrix.

Namespace:  CenterSpace.NMath.Stats
Assembly:  NMathStats (in NMathStats.dll) Version: 3.4.0.0

Syntax

C#
public InputVariableCorrelator(
	int numSamples,
	DoubleSymmetricMatrix desiredCorrelationMatrix
)
Visual Basic (Declaration)
Public Sub New ( _
	numSamples As Integer, _
	desiredCorrelationMatrix As DoubleSymmetricMatrix _
)
Visual C++
public:
InputVariableCorrelator(
	int numSamples, 
	DoubleSymmetricMatrix^ desiredCorrelationMatrix
)

Parameters

numSamples
Type: System..::.Int32
Number of samples to correlate.
desiredCorrelationMatrix
Type: CenterSpace.NMath.Matrix..::.DoubleSymmetricMatrix
Desired correlation matrxi for the variables.

See Also