Form the correlation matrix of order equal to the length of
coordinates. The matrix has diagonal
elements equal to one and the off-diagonal element in the ith row
and jth column equal to \(\rho^k\) where
\(k = (coordinate[i]- coordinate[j])^2\).
Usage
mat.gau(rho, coordinates)
Arguments
rho
The correlation for points a distance of one apart.
coordinates
The coordinates of points whose correlation matrix
is to be formed.
Value
A correlation matrix whose elements depend on the power of the
absolute distance apart.