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InputVariableCorrelator(Int32, DoubleSymmetricMatrix) Constructor

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

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4
Syntax
public InputVariableCorrelator(
	int numSamples,
	DoubleSymmetricMatrix desiredCorrelationMatrix
)

Parameters

numSamples  Int32
Number of samples to correlate.
desiredCorrelationMatrix  DoubleSymmetricMatrix
Desired correlation matrxi for the variables.
See Also