Calculate covariance matrix for simple example

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NA
NA el 29 de Nov. de 2021
Comentada: Chunru el 29 de Nov. de 2021
I have matrix such as
temp = [1 2 4 2 5; 100 300 200 600 100; 10 15 20 10 30]; %[A;B;C]
I want to calculate covariance of temp such that
the result should be
res = [2.7 -110 1.3; -110 43000 1.3; 13 -900 70]

Respuesta aceptada

Chunru
Chunru el 29 de Nov. de 2021
format longg
temp = [1 2 4 2 5; 100 300 200 600 100; 10 15 20 10 30];
res = cov(temp.')
res = 3×3
1.0e+00 * 2.7 -110 13 -110 43000 -900 13 -900 70
  2 comentarios
NA
NA el 29 de Nov. de 2021
Thank you. Why does not cov(temp) work?
Chunru
Chunru el 29 de Nov. de 2021
The cov function requires the input has the format: row representing observation, column representing variable.

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