man, 12 09 2011 kl. 07:33 +0000, skrev YuHong:
> Attached is the updated shorter "corr2cov.m".  Does it look better for
> the financial package?  Thanks!

Looks good. I think you should do something to ensure that sigma is
either a row or a column vector. You could add something like

  sigma = sigma (:);

after the dimensionality tests.

Søren



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