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asoroosh committed Mar 10, 2021
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Expand Up @@ -199,7 +199,7 @@ rhohat =
```

Realise that simulating a pair of time series with different autocorrelation with a specified (log-zero) correlation is challenging. If the original pair of white time series (before "colouring") have correlation rho, they will not have correlation rho after colouring. This can be corrected with corrected using Eq. S9 in Section S3.1 as following
Realise that simulating a pair of time series with different autocorrelation with a specified (log-zero) correlation is challenging. If the original pair of white time series (before "colouring") have correlation rho, they will not have correlation rho after colouring. This can be corrected using Eq. S9 in Section S3.1 as following

```
Sigma_X = toeplitz(ac_x);
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