correlation_demo

(rtools/correlation_demo.m)

Help text

script to demonstrate how gamma distribution with a known 
 correlation can be generated via [1]. Finally it creates a K distribution
 based on this, via the compound formulation.

 [1] The correlation properties of gamma and other non-Gaussian processes
     generated by memoryless non-linear transformation. Tough, R.J.A and
     Ward, K.D. preprint.

 Part of the Matlab Radar Toolbox v0.11 by Glen Davidson at www.radarworks.com
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Cross-Reference Information

RT_acorr                      rtools/RT_acorr.m
RT_cgaussian_fft              rtools/RT_cgaussian_fft.m
RT_cgaussian_iir              rtools/RT_cgaussian_iir.m
RT_exprnd                     rtools/RT_exprnd.m
RT_gaminv                     rtools/RT_gaminv.m
cgamgen                       rtools/cgamgen.m
nleU                          rtools/nleU.m
nleU2nu                       rtools/nleU2nu.m