**correlation_test**,
a MATLAB code which
calls correlation(), which
contains examples of statistical correlation functions.

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

correlation, a MATLAB code which contains examples of statistical correlation functions.

- correlation_test.m, calls all the tests;
- correlation_test.sh, runs all the tests;
- correlation_test.txt, the output file;

- correlation_test01.m, plots each correlation function with unit correlation length;
- correlation_test02.m, plots sample paths for each correlation function using SAMPLE_PATHS_CHOLESKY and SAMPLE_PATHS_EIGEN.
- correlation_test03.m, plots each correlation function with several correlation lengths;
- correlation_test04.m, converts between correlation and covariance matrices.
- correlation_test05.m, plots the Brownian correlation function.
- correlation_test06.m, plots sample paths of the Brownian correlation function.