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covarmx (MathScript RT Module Function)

LabVIEW 2012 MathScript RT Module Help

Edition Date: June 2012

Part Number: 373123C-01

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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(:)]).

Examples

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.

 0 (default) Normalizes x by n-1. 1 Normalizes x by n.

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.

Details

The following table lists the support characteristics of this function.

 Supported in the LabVIEW Run-Time Engine Yes Supported on RT targets Yes Suitable for bounded execution times on RT Not characterized

Examples

C = covarmx(rand(5, 6), 1)

C = covarmx(rand(5, 1), rand(5, 1), 1)