Examples
// 2 independent random variables // (Gaussian law, mean = 0, stdev = 1) samples = grand(2,1000,"nor", 0, 1); [means,cov] = CL_stat(samples) [cor,sd] = CL_cov2cor(cov) |  |  |
Statistics on samples
[means,cov] = CL_stat(samples)
Computes the mean and the covariance matrix from samples.
Each row (sample) contains "drawn" values corresponding to one random variable (PxN)
Estimated mean values of each random variable (Px1)
Estimated covariance matrix (PxP)
CNES - DCT/SB
// 2 independent random variables // (Gaussian law, mean = 0, stdev = 1) samples = grand(2,1000,"nor", 0, 1); [means,cov] = CL_stat(samples) [cor,sd] = CL_cov2cor(cov) | | |