Mercurial > octave-nkf
diff scripts/statistics/base/cov.m @ 6754:451b346d8c2f
[project @ 2007-06-25 17:31:46 by jwe]
author | jwe |
---|---|
date | Mon, 25 Jun 2007 17:31:47 +0000 |
parents | 34f96dd5441b |
children | 93c65f2a5668 |
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--- a/scripts/statistics/base/cov.m Mon Jun 25 17:05:58 2007 +0000 +++ b/scripts/statistics/base/cov.m Mon Jun 25 17:31:47 2007 +0000 @@ -19,11 +19,21 @@ ## -*- texinfo -*- ## @deftypefn {Function File} {} cov (@var{x}, @var{y}) +## Compute covariance. +## ## If each row of @var{x} and @var{y} is an observation and each column is ## a variable, the (@var{i}, @var{j})-th entry of ## @code{cov (@var{x}, @var{y})} is the covariance between the @var{i}-th -## variable in @var{x} and the @var{j}-th variable in @var{y}. If called -## with one argument, compute @code{cov (@var{x}, @var{x})}. +## variable in @var{x} and the @var{j}-th variable in @var{y}. +## @iftex +## @tex +## $$ +## \sigma_{ij} = {1 \over N-1} \sum_{i=1}^N (x_i - \bar{x})(y_i - \bar{y}) +## $$ +## where $\bar{x}$ and $\bar{y}$ are the mean values of $x$ and $y$. +## @end tex +## @end iftex +## If called with one argument, compute @code{cov (@var{x}, @var{x})}. ## @end deftypefn ## Author: KH <Kurt.Hornik@wu-wien.ac.at>