Need a matlab code for creating COVARIANCE matrix

7 vues (au cours des 30 derniers jours)
shailesh khaire
shailesh khaire le 6 Mar 2013
I have a matrix size - (1024rows x 3 columns). I need to create such a code that it will calculate covariance matrix for first 4 rows...i.e. rows (1to 4) then (5 to8) then row (9-12) then (13-16) and continue till ...rows(1020 to 1024. I am mentioning my first 4 rows here e.g.
8.3000 74.7000 0.1080
A= 8.2000 74.9000 0.1080
8.2000 73.7000 0.1080
8.7000 72.9000 0.0450
calculated manually-
cov (A) =
0.0567 -0.1700 -0.0073
-0.1700 0.8633 0.0241
-0.0073 0.0241 0.0010
code should work till calculates cov matrix for last rows (1020 to 1024).

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