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annotate m-toolbox/classes/+utils/@math/Rcovmat.m @ 33:5e7477b94d94 database-connection-manager

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author Daniele Nicolodi <nicolodi@science.unitn.it>
date Mon, 05 Dec 2011 16:20:06 +0100
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1 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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2 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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3 % Compute R matrix
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4 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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5 % CALL
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6 %
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Daniele Nicolodi <nicolodi@science.unitn.it>
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7 % Get R
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Daniele Nicolodi <nicolodi@science.unitn.it>
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8 % R = Rcovmat(x)
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9 %
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10 % INPUT
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11 %
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12 % - x data series
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13
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14 %
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15 %
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16 % L Ferraioli 10-10-2010
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17 %
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18 % $Id: Rcovmat.m,v 1.1 2010/11/16 16:41:37 luigi Exp $
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19 %
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20 %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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21
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Daniele Nicolodi <nicolodi@science.unitn.it>
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22 function R = Rcovmat(x)
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23
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Daniele Nicolodi <nicolodi@science.unitn.it>
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24 % willing to work with rows
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Daniele Nicolodi <nicolodi@science.unitn.it>
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25 if size(x,1)>size(x,2)
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26 x = x.';
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27 end
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28 % subtract the mean
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Daniele Nicolodi <nicolodi@science.unitn.it>
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29 x = x - mean(x);
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30
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31 nx = size(x,2);
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32
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33 x = fliplr(x);
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34
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35 % init trim matrix
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36 R = zeros(nx,nx);
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37 % fillin the trim matrix
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Daniele Nicolodi <nicolodi@science.unitn.it>
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38 for ii=1:nx
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39 R(ii,ii:nx) = x(1:nx-ii+1);
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40 end
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41
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46 end