Matlab files in this directory:

sugr_check_CovM	% test CovM
sugr_covariance_2_sigma_rho	% convert Covariance matrix into Standard deviation correlation matrix
sugr_estimate_robust_scale_from_residuals	% robustly estimate sigma from residuals squared
sugr_minimal_vector	% generate minimal representation for homogeneous vector
sugr_rand_gauss	% rand_gauss