Hello,

I wish to add new functions to the financial package in Octave.  The base is 
MatLab’s financial toolbox manual.  Attached is my first try of coding the 
‘corr2cov’ function.  Basically corr2cov() calculates and returns covariance 
matrix from standard deviation and correlations input.  

Wish for suggestions.  Thanks a lot!

Best regards,

Hong Yu

Attachment: corr2cov.m
Description: Binary data

------------------------------------------------------------------------------
Using storage to extend the benefits of virtualization and iSCSI
Virtualization increases hardware utilization and delivers a new level of
agility. Learn what those decisions are and how to modernize your storage 
and backup environments for virtualization.
http://www.accelacomm.com/jaw/sfnl/114/51434361/
_______________________________________________
Octave-dev mailing list
Octave-dev@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/octave-dev

Reply via email to