remove utils.c, prepare testing 'R-only'
[valse.git] / src / test / generate_test_data / helpers / covariance.R
diff --git a/src/test/generate_test_data/helpers/covariance.R b/src/test/generate_test_data/helpers/covariance.R
new file mode 100644 (file)
index 0000000..15cd693
--- /dev/null
@@ -0,0 +1,8 @@
+covariance = function(p,a)
+{
+       A = matrix(a, p,p)
+       for (i in 1:p)
+               A[i,] = A[i,]^abs(i-(1:p))
+
+       return (A)
+}