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mvvacov (deprecated)
computes variance-covariance matrix This function is obsolete.
Calling Sequence
v=mvvacov(x)
Arguments
- x
real or complex vector or matrix
Description
This function computes v, the matrix of variance-covariance of the "tableau" x (x is a numerical matrix nxp) who gives the values of p variables for n individuals: the (i,j) coefficient of v is v(i,j)=E(xi-xibar)(xj-xjbar), where E is the first moment of a variable, xi is the i-th variable and xibar the mean of the xi variable.
WARNING: This function has been replaced by cov.
Examples
x=[0.2113249 0.0002211 0.6653811;0.7560439 0.4453586 0.6283918] v=mvvacov(x)
Bibliography
Saporta, Gilbert, Probabilites, Analyse des Donnees et Statistique, Editions Technip, Paris, 1990. Mardia, K.V., Kent, J.T. & Bibby, J.M., Multivariate Analysis, Academic Press, 1979.
History
Version | Description |
5.5.0 | Function tagged obsolete. Will be removed in 6.0.0. See the cov function. |
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