Calculate covariance matrix for simple example

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NA 2021-11-29

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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1598184-calculate-covariance-matrix-for-simple-example

评论： Chunru 2021-11-29

采纳的回答： Chunru

I have matrix such as

temp = [1 2 4 2 5; 100 300 200 600 100; 10 15 20 10 30]; %[A;B;C]

I want to calculate covariance of temp such that

the result should be

res = [2.7 -110 1.3; -110 43000 1.3; 13 -900 70]

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Answer 1

Chunru 2021-11-29

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链接

此回答的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/1598184-calculate-covariance-matrix-for-simple-example#answer_842684

format longg
temp = [1 2 4 2 5; 100 300 200 600 100; 10 15 20 10 30];
res = cov(temp.')
res = 3×3
	1.0e+00 *

                       2.7                      -110                        13
                      -110                     43000                      -900
                        13                      -900                        70