view m-toolbox/classes/+utils/@math/Rcovmat.m @ 21:8be9deffe989
database-connection-manager
Update ltpda_uo.update
author
Daniele Nicolodi <nicolodi@science.unitn.it>
date
Mon, 05 Dec 2011 16:20:06 +0100 (2011-12-05)
parents
f0afece42f48
children
line source
+ − %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
+ − %
+ − % 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