RE: Fixed elements within a block covariance matrix

From: Serge Guzy Date: January 13, 2004 technical Source: cognigencorp.com
From: Serge Guzy - GUZY@xoma.com Subject: RE: [NMusers] Fixed elements within a block covariance matrix Date: 1/13/2004 10:04 PM I made many simulation exercises where indirect correlations exist while direct correlations were not existent. As long as the matrix is positive definite, this can happen. With 3 dimensions it is easy to make it positive definite. Once we begin with high dimensionality, then arbitrarily fixing one correlation to a certain value(not specifically 0) can make it difficult to be positive definite. Serge

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Jan 13, 2004 Peter Bonate Fixed elements within a block covariance matrix
Jan 13, 2004 Leonid Gibiansky Re: Fixed elements within a block covariance matrix
Jan 13, 2004 Pascal Girard RE: Fixed elements within a block covariance matrix
Jan 13, 2004 Vladimir Piotrovskij RE: Fixed elements within a block covariance matrix
Jan 13, 2004 Kenneth Kowalski RE: Fixed elements within a block covariance matrix
Jan 13, 2004 Vgcasabo RE: Fixed elements within a block covariance matrix
Jan 13, 2004 Serge Guzy RE: Fixed elements within a block covariance matrix
Jan 13, 2004 Peter Bonate Fixed elements within a block covariance matrix
Jan 13, 2004 Stephen Duffull RE: Fixed elements within a block covariance matrix
Jan 13, 2004 Sam Liao RE: Fixed elements within a block covariance matrix
Jan 13, 2004 Serge Guzy RE: Fixed elements within a block covariance matrix
Jan 14, 2004 Vgcasabo RE: Fixed elements within a block covariance matrix
Jan 14, 2004 Jakob Ribbing RE: Fixed elements within a block covariance matrix
Jan 14, 2004 Leonid Gibiansky Re: Fixed elements within a block covariance matrix
Jan 14, 2004 Qi Liu Re: Fixed elements within a block covariance matrix
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