function[E,V,A,C]=eeof(X,M,convert)%Syntax:[E,V,A,C]=eeof(X,M);[E,V,A,C]=eeof(X,M,1);%Thisfunctionperformsanextendedempiricalorthogonal%function(EEOF)analysisofmatrix'X',forembeddingdimension'M'.%EachoftheLcolumnsofXisatimeseriesoflengthN.%%Returns:E-eigenfunctionmatrix.(LMbyLM)%V-vectorcontainingvariances(unnormalizedeigenvalues).%A-matrixofprincipalcomponents.%C-lag-covariancematrix.
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