Calculate covariance matrix for simple example

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NA
NA 2021-11-29
评论： Chunru 2021-11-29
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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Chunru
Chunru 2021-11-29
Ran in:
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
  2 个评论
Chunru
Chunru 2021-11-29
The cov function requires the input has the format: row representing observation, column representing variable.

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