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EOFs using correlation matrix

Added by Rachel James over 9 years ago

Hello,

Is it possible to generate EOFs from a correlation (rather than covariance) matrix using CDO?

Many thanks!

Rachel


Replies (1)

RE: EOFs using correlation matrix - Added by Uwe Schulzweida over 9 years ago

Hello Rachel,

this is not possible, sorry.

Cheers, Uwe

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