Mercurial > forge
changeset 9617:304af0bcac9f octave-forge
explain relationship to corrcoef in help text
author | schloegl |
---|---|
date | Fri, 09 Mar 2012 20:03:49 +0000 |
parents | 322014d4cabe |
children | 6ffa69556df6 |
files | extra/NaN/inst/cov.m |
diffstat | 1 files changed, 9 insertions(+), 1 deletions(-) [+] |
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--- a/extra/NaN/inst/cov.m Fri Mar 09 16:13:10 2012 +0000 +++ b/extra/NaN/inst/cov.m Fri Mar 09 20:03:49 2012 +0000 @@ -4,6 +4,14 @@ % NaN's are skipped, NaN do not result in a NaN output. % The output gives NaN only if there are insufficient input data % The mean is removed from the data. +% +% Remark: for data contains missing values, the resulting +% matrix might not be positiv definite, and its elements have magnitudes +% larger than one. This ill-behavior is more likely for small sample +% sizes, but there is no garantee that the result "behaves well" for larger +% sample sizes. If you want the a "well behaved" result (i.e. positive +% definiteness and magnitude of elements not larger than 1), use CORRCOEF. +% However, COV is faster than CORRCOEF and might be good enough in some cases. % % C = COV(X [,Mode]); % calculates the (auto-)correlation matrix of X @@ -26,7 +34,7 @@ % http://mathworld.wolfram.com/Covariance.html % $Id$ -% Copyright (C) 2000-2003,2005,2009 by Alois Schloegl <alois.schloegl@gmail.com> +% Copyright (C) 2000-2003,2005,2009,2011,2012 by Alois Schloegl <alois.schloegl@ist.ac.at> % This function is part of the NaN-toolbox % http://pub.ist.ac.at/~schloegl/matlab/NaN/