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InputVariableCorrelator Methods

The InputVariableCorrelator type exposes the following members.

Methods
 NameDescription
Public methodClone Implementation of the ICloneable interface. Produces a deep copy of self.
Protected methodComputeR Computes the score matrix R according to the algorithm.
Protected methodComputeRstar Computes the transformation of the score matrix R which has the desired correlations.
Public methodGetCorrelatedInputs Constructs a matrix containing the input variables values re-ordered so as to have the desried correlations.
Protected methodGetScores Gets the scores contained in each column of the score matrix R in the algorithm.
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