Command:

setCorrelationTree (  
int numCorr
int* corrChild
int* corrParent
double* corrValue
)

What:

Sets the correlation dependence-tree method as method to be used.

Parameters:

numCorr
[integer]
the number of correlation parameters
corrChild
[array of integer]
a preallocated array with size numCorr to store the children
corrParent
[array of integer]
a preallocated array with size numCorr to store the parents
corrValue
[array of double]
a preallocated array with size numCorr to store the correlation values

Return:

error_code [int]: 1 if the operation has occurred without errors, 0 if an error has occurred

Examples:
%tree  1 - 2 - 4
%       \   \
%        3   5
children=[2,3,4,5]
parent=[1,1,2,2]
value=[-0.8,0.2,0.9,-0.6]
setCorrelationTree(4,children,parent,value)

this command in Matlab sets the correlation Tree method. Note that factors 2 and 3 are children of factor 1, while factors 4 and 5 are children of factor 2.


About the correlation method:


The dependence-tree method for modeling the correlation between factors (see [9] and [10]) is related to influence diagrams, but makes use of undirected acyclic graphs instead of directed graphs used in influence diagrams.
The user can specify correlations among input factors that form a tree structure. Whatever correlation values are imposed by the user in this way, it is guaranteed that a joint pdf exists. The joint pdf has minimum information amongst all those joint distributions which satisfy the criteria given by the user.

All Correlation Commands: