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InputVariableCorrelator Fields

The InputVariableCorrelator type exposes the following members.

Fields
 NameDescription
Protected fieldindexPermutations_ numVariables X sampleSize matrix of index permutations. For each i = 0,...numVariables-1 sortedIndices_[i] is an array containing a permutation of the integers j = 0,...,numVariables-1. This effectively specifies how each input variables values must be reorded to achieve the desired correlations.
Protected fieldintRng_ Random number generator. Used for shuffling.
Protected fieldnumInputVariables_ The number of input variables.
Protected fieldRstar_ The score matrix transformed to have the desired correlation matrix.
Protected fieldsampleSize_ The sample size.
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