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fact >> Statistics > covmat

covmat

matrix of covariances between the column vectors of two matrices

Calling sequence

x_cov = covmat(x1,x2);

Arguments

x1,x2:

matrices of dimensions (n x q1) and (n x q2) respectively or Div structures

xcorr :

a Div structure; xcorr.d is the covariance matrix of dimensions (q1 x q2)

Example

[mat_cov]=covmat(x1,x2)

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