Mercurial > hg > ltpda
view m-toolbox/classes/+utils/@math/Rcovmat.m @ 0:f0afece42f48
Import.
author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Wed, 23 Nov 2011 19:22:13 +0100 |
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % 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