evalA evalSig sigma relEval <- function (sig) { sigX <- evalA %*% sig %*% t(evalA) diag(sig/(sigX+evalSig)) } relEval1 <- function (sig) { sigX <- evalA %*% sig %*% t(evalA) sig/(sigX+evalSig) } relEvalX <- function (sig) { sigX <- evalA %*% sig %*% t(evalA) sig %*% solve(sigX+evalSig) } popVar <- popA %*% t(popA) relEval(popVar) for (t in c(0,1,2,5,10,20,50)) { cat("Time = ",t," r = ",relEval(popVar+t*diag(sigma^2)),"\n") }