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