makematrix: Covariance matrix

In edesign: Maximum Entropy Sampling

Description

This function generates a symmetic positive definite (n,n) covariance matrix using the algorithm in Ko et al.

Usage

makematrix(n)

Arguments

n	number of rows and columns of the matrix

Value

(n,n) covariance matrix.

Author(s)

C. Gebhardt

References

Ko, Lee, Queyranne, An exact algorithm for maximum entropy sampling, Operations Research 43 (1995), 684-691. Gebhardt, C.: Bayessche Methoden in der geostatistischen Versuchsplanung. PhD Thesis, Univ. Klagenfurt, Austria, 2003 O.P. Baume, A. Gebhardt, C. Gebhardt, G.B.M. Heuvelink and J. Pilz: Network optimization algorithms and scenarios in the context of automatic mapping. Computers & Geosciences 37 (2011) 3, 289-294

Examples

x.cov<-makematrix(5)

edesign documentation built on May 2, 2019, 8:24 a.m.