A random covariance matrix to simulate data errors
The main ideia is described in figure 3 on Wentzell, P. D.
"Other topics in soft-modeling: maximum likelihood-based soft-modeling
methods." (2009): 507-558.
Usage
cov_d
Arguments
Format
A matrix with 20 rows and 20 columns
References
Wentzell, P. D. "Other topics in soft-modeling:
maximum likelihood-based soft-modeling methods." (2009): 507-558.