Append correlated variable about synergy-jointpdf HOT 1 CLOSED

I thought a bit more about this, and I think the correlation matrix is defined by the values under/above the diagonal. With these values given, you can derive the other correlations for a match/no match situation. For this reason, we only need these values to add a correlated variable. Even better, to add a new correlated variables we only need to know its correlation with the previously added variable.

It will look something like a * (1/N + (1- 1/N) * corr) if the last two leafcodes match, and a * (1 - (1/N + (1- 1/N) * corr)) / (N-1) when they do not match.

This should still be normalized, which is good!

from synergy-jointpdf.