ReducedVarianceInputCorrelator(Int32, DoubleMatrix) Constructor

Constructs an ReducedVarianceInputCorrelator 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 ReducedVarianceInputCorrelator(
	int numSamples,
	DoubleMatrix desiredCorrelationMatrix
)

Public Sub New ( 
	numSamples As Integer,
	desiredCorrelationMatrix As DoubleMatrix
)

public:
ReducedVarianceInputCorrelator(
	int numSamples, 
	DoubleMatrix^ desiredCorrelationMatrix
)

new : 
        numSamples : int * 
        desiredCorrelationMatrix : DoubleMatrix -> ReducedVarianceInputCorrelator

numSamples Int32: Number of samples to correlate.
desiredCorrelationMatrix DoubleMatrix: Desired correlation matrxi for the variables.