Input Covariance matrix cell values.
Constraints on input values
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A covariance matrix is a symmetric matrix: values input at cell [i,j] will be automatically input at cell [j,i] too.
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All values on the diagonal should be positive numbers.
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The absolute value of an off-diagonal element at cell [i,j] should be smaller than the corresponding diagonal elements at cells [i,i] and [j,j].
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