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<span class="comment">% Jo&Atilde;&laquo;lle Skaf - 04/24/08</span>
<span class="comment">% (a figure is generated)</span>
<span class="comment">%</span>
<span class="comment">% Suppose y \in\reals^n is a Gaussian random variable with zero mean and</span>
<span class="comment">% covariance matrix R = \Expect(yy