Covariance, a 2x2 matrix?
8 Ansichten (letzte 30 Tage)
Ältere Kommentare anzeigen
Hello,
I calculated the covariance between two sets of data (2 columns of data). And I got a 2x2 covariance matrix (see picture). But what is the covariance now? I thought that it would be just 1 number?...
2 Kommentare
Antworten (1)
James Tursa
am 12 Jun. 2015
Bearbeitet: James Tursa
am 12 Jun. 2015
The nancov function assumes you have two variables because you have two columns of data, so it returns a 2x2 covariance matrix. The diagonal containing the variances of the variables and the off diagonals containing the covariances between the variables.
0 Kommentare
Siehe auch
Kategorien
Mehr zu Operating on Diagonal Matrices finden Sie in Help Center und File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!