How do I get the Autocorrelation matrix in DACE tool box ?
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How can I modify the DACE code to get the autocorrelation matrix ?
[dmodel, perf] = dacefit(S, Y, regr, corr, theta0)
[dmodel, perf] = ...
dacefit(S, Y, regr, corr, theta0, lob, upb)
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Bhanu Prakash
2023-5-9
Hi Mai,
As per my understanding, you want to get the autocorrelation matrix in DACE toolbox.
To get the Autocorrelation matrix, you can use the “autocorr” function. The input matrix “S” and the output of “dacefit” function i.e., “dmodel”, are passed as inputs to the “autocorr” function.
Consider the code statement below:
Z=autocorr(S,dmodel);
where, Z is the required output matrix.
For more information on “autocorr” function, you can refer to the following documentation:
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