search for: decob

...0% correlated obs=matrix(nrow=2,ncol=4) obs[1,]=seq(from=1, to=4, by=1) obs[2,]=obs[1,] # Plot plot( obs[1,], obs[2,],pch=16) # Correlation matrix corr=matrix(nrow=2,ncol=2) corr[1,2]=0.95 corr[2,1]=0.95 corr[1,1]=1 corr[2,2]=1 # Cholesky decomposition choM=chol(corr) # Decorrelated observation decObs=matrix(nrow=2,ncol=4) for( i in 1:4 ) decObs[,i]=choM%*%obs[,i] # Other possibility #decObs=solve(choM,obs) # Plot plot(decObs[1,], decObs[2,],pch=16) ########################################### Does anyone have an idea? Thanks, regards, Xavier -- *--------------------------------------- X...