Autocorrelation Function (ACF) by Calvin Price

Computes ACF for a given series and plots correlogram. (statistics)

acf(y,p)

Generate multivariate normal data by Calvin Price

Generate sample data based on user defined correlations (not covariances). (statistics)

get_data(n,R,mu,s)

Full Rank Factorization by Calvin Price

Performs a full rank factorization, X=KL (linear algebra, full rank factorizati..., full rank decompositi...)

frd(X)

Plot a plane or line in 3D by Calvin Price

User specifies two independent vectors, and the corresponding plane is graphed. (plane, 3d, plot)

arrow3D(pos, deltaValues, colorCode, stemRatio)

column3D(pos, deltaValues, colorCode, stemRatio)

rotatePoints(alignmentVector, originalData)

Create orthonormal vectors by Calvin Price

Creates a random set of orthonormal vectors (linear algebra, orthonormal vectors, orthogonal vectors)

get_orthonormal(m,n)

Sort Eigenvectors & Eigenvalues by Calvin Price

Sort a set of eigenvectors and corresponding eigenvalues (eigenvectors, linear algebra, sort)

[P2,D2]=sortem(P,D)