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Variance between two vectors

Asked by Stewart Tan on 15 Sep 2019
Latest activity Answered by John D'Errico
on 15 Sep 2019
I have two vectors:
testvec1 = [4.3 9.1 3.3 7.7];
testvec2 = [8.1 3.2 5.4 8.5];
and i want to calculate the variance between the pair of vectors.

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1 Answer

Answer by John D'Errico
on 15 Sep 2019

The variance between two vectors is something that seems to be a bit ambiguous in meaning. I can think f at east a couple of ways you MIGHT have intended your request.
Perhaps you are asking how to compute a covariance matrix. Such a matrix would be a symmetric 2x2 matrix, contaiining elements for the variance of each vector, as well as the covariance between the two vectors.
If that is what you want, then you should read the help for the function cov, which should be perfect.
But if you want something else, then you need to more carefully explain your need.

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