Command:

setCorrelationEllipticCopulae (  
double** corrMatrix
)

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.

All Correlation Commands: