How to calculate this formula?

I have a vector of weight w(1,n) and a vector of correlation p(n,1). How can calculate this formula?

1 Comment

Sorry, I have the matrix of correlation, and not a vector.

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 Accepted Answer

See if this works:
wij = triu(bsxfun(@times, w, w'));
num = wij*p;
den = sum(wij(:));
pr = sum(num(:))/den);

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Asked:

on 5 Nov 2015

Answered:

on 5 Nov 2015

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