Calculate covariance matrix for simple example

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NA
NA le 29 Nov 2021
Commenté : Chunru le 29 Nov 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]

Réponse acceptée

Chunru
Chunru le 29 Nov 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 commentaires
NA
NA le 29 Nov 2021
Thank you. Why does not cov(temp) work?
Chunru
Chunru le 29 Nov 2021
The cov function requires the input has the format: row representing observation, column representing variable.

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