 Usage:  m2 = VaRauxsums(vc, w, h)  

 

 Input:



  vc                     d x d variance matrix 

                         

  w                      1 x d weights vector 

                         

  h                      scalar, the cutpoint 

                         

 Output:



  m2                     m x d transformation matrix (it sums 

                         independent columns 

                         

--------------------------------------------------------------

(C) MD*TECH Method and Data Technologies, 21.9.2000

