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Unformatted text preview: corr=corrcoef(data); rc=rank_corr(corr,nsample); % induce correlation for j=1:nvar r=rc(:,j); % draw random no. u=rand(nsample,1); % calc. percentile p=((r-u)./nsample).*100; % inverse from empirical distribution s(:,j)=prctile(data(:,j),p); end...
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This note was uploaded on 12/10/2009 for the course ME master taught by Professor Mon during the Spring '09 term at Hanyang University.
- Spring '09