STK_MAXABSCORR computes the maximal absolute correlation for a set of points CALL: MAC = stk_maxabscorr (X) computes the Maximum Absolute (linear) Correlation MAC between the columns of the array X. NOTES: * The construction of experimental designs (more specifically, Latin hypercubes samples) with a small MAC is considered, e.g., by Florian (1992) and Cioppa & Lucas (2007). * When X is a Latin hypercube sample, the linear (Pearson) correlation coefficients and Spearman's rank correlation coefficients coincide. REFERENCES [1] Ales Florian, "An Efficient Sampling Scheme: Updated Latin Hypercube Sampling", Probabilistic Engineering Mechanics, 7:123-130, 1992. http://dx.doi.org/10.1016/0266-8920(92)90015-A [2] Thomas M. Cioppa and Thomas W. Lucas, "Efficient Nearly Orthogonal and Space-Filling Latin Hypercubes, Technometrics, 49:1, 45-55, 2007. http://dx.doi.org/10.1198/004017006000000453 See also: stk_mindist, stk_filldist, stk_phipcrit
Package: stk