bml_varavgref_matrix

 BML_VARAVGREF_MATRIX creates a variable average referencing matrix

 Use as 
   U=bml_varavgref_matrix(COV)

0001 function U=bml_varavgref_matrix(COV)
0002 
0003 % BML_VARAVGREF_MATRIX creates a variable average referencing matrix
0004 %
0005 % Use as
0006 %   U=bml_varavgref_matrix(COV)
0007 %
0008 
0009 assert(size(COV,1)==size(COV,2));
0010 n=size(COV,1);
0011 
0012 coef = bml_varavgref_coef(COV);
0013 rho = coef./(1 - coef);
0014 rho = rho / sum(rho);
0015 
0016 M_V0 = zeros(n,n);
0017 for i=1:n
0018   for j=1:n
0019     M_V0(i,j) = rho(j);
0020   end
0021 end
0022 
0023 U = eye(n)-diag(coef)*M_V0;
0024 %U = diag(1./(1-coef))-diag(coef./(1-coef))*M_V0;
0025 
0026