Computes the covariance matrix of the input elements. c = covarmx(x, y) and c = covarmx(x, y, 1) are equivalent to covarmx([x(:), y(:)]).
c = covarmx(x)
c = covarmx(x, option)
c = covarmx(x, y)
c = covarmx(x, y, option)Legacy name: cov
Real or complex matrix. Each column of x represents one vector of observed samples from one variable. Each row of x represents an observation from each variable. If x has only one row, MathScript returns a zero matrix. If x is a vector, MathScript returns the first element in the result of using covarmx(x, x).
Real or complex matrix of the same size as x.
Specifies whether to normalize x by n or n-1, where n is the length of x when x is a vector or the number of the rows in x when x is a matrix. option is an integer that accepts the following values.
Normalizes x by n-1.
Normalizes x by n.
Covariance matrix. If you specify c = covarmx(x, y) or c = covarmx(x, y, 1), c returns a 2-by-2 matrix.
C = covarmx(rand(5, 6), 1)
C = covarmx(rand(5, 1), rand(5, 1), 1)
Where This Node Can Run:
Desktop OS: Windows
FPGA: This product does not support FPGA devices