Info

Cette question est clôturée. Rouvrir pour modifier ou répondre.

I have a set of 7 vectors and want to create a new 7'th vector that preserves the correlation between the original 7. How?

2 vues (au cours des 30 derniers jours)
Roy
Roy le 4 Oct 2011
Clôturé : MATLAB Answer Bot le 20 Août 2021
To be more specific. I have seven vectors x1, x2, ..., x7, all of the being normal distributed (or very close).
I want to create a new vector to replace x7, however such that the correlation to the vectors x1, x2, ..., x6 (with their original values) still applies.
How?
If expanding this problem to let's say 50 vectors, and I want to do the same fore x50 I might see that the covariance matrix is not positive definite - not by much, but slightly. Can this be solved as well?

Cette question est clôturée.

Réponses (0)

Cette question est clôturée.

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by