Command:
setCorrelationEllipticCopulae ( |
|
What:
Sets the correlation method between factors to Elliptical Copulae.
Parameters:
corrmatrix [matrix of double] |
The correlation matrix for the Elliptical Copulae method |
Return:
error_code [int]: 1 if the operation has occurred without errors, 0 if an error has occurred
Examples:corrMat=[[1, 0.5, 0.3333];[0.5, 1, 0.6667];[0.3333, 0.6666, 1]]
setCorrelationEllipticCopulae(corrMat)
this command in Matlab sets an Elliptical Copulae correlation between the 3 input factors by providing a correlation matrix.