--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/m-toolbox/classes/+utils/@math/Rcovmat.m	Wed Nov 23 19:22:13 2011 +0100
@@ -0,0 +1,46 @@
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+%
+% Compute R matrix
+% 
+% CALL 
+% 
+% Get R
+% R = Rcovmat(x)
+% 
+% INPUT
+% 
+% - x data series
+
+% 
+%
+% L Ferraioli 10-10-2010
+%
+% $Id: Rcovmat.m,v 1.1 2010/11/16 16:41:37 luigi Exp $
+%
+%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+
+function R = Rcovmat(x)
+
+  % willing to work with rows
+  if size(x,1)>size(x,2)
+    x = x.';
+  end
+  % subtract the mean
+  x = x - mean(x);
+  
+  nx = size(x,2);
+  
+  x = fliplr(x);
+    
+  % init trim matrix
+  R = zeros(nx,nx);
+  % fillin the trim matrix
+  for ii=1:nx
+    R(ii,ii:nx) = x(1:nx-ii+1);
+  end
+  
+
+
+
+
+end
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