I am trying to generate some spatially correlated samples from a multivariate normal distribution following this algorithm
Compute Cholesky factorization Q=LL' Sample z~N(0,I) Solve L'v=z Computer x=mui+v Return x
I have a spatial grid of 10x10 cells. I wanted to know how can I check if the data is correlated from x. Can I plot something to verify if the data that I obtain is correct?