covarmx (MathScript RT Module Function)
Owning Classes: spectral analysis and statistics
Requires: MathScript RT Module
Syntax
c = covarmx(x)
c = covarmx(x, option)
c = covarmx(x, y)
c = covarmx(x, y, option)
Legacy Name: cov
Description
Computes the covariance matrix of the input elements. c = covarmx(x, y) and c = covarmx(x, y, 1) are equivalent to covarmx([x(:), y(:)]).
Inputs
| Name | Description | ||||
|---|---|---|---|---|---|
| x | Specifies a 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, LabVIEW returns a zero matrix. | ||||
| y | Specifies a real or complex matrix of the same size as x. | ||||
| option | 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.
|
Outputs
| Name | Description |
|---|---|
| c | Returns the covariance matrix. If you specify c = covarmx(x, y) or c = covarmx(x, y, 1), c returns a 2-by-2 matrix. |
Examples
C = covarmx(rand(5, 6), 1)
C = covarmx(rand(5, 1), rand(5, 1), 1)