Scilab Website | Contribute with GitLab | Mailing list archives | ATOMS toolboxes
Scilab Online Help
2024.1.0 - Русский


covar

covariance of two variables

Syntax

s=covar(x,y,fre)

Arguments

x

real or complex vector

y

real or complex vector

fre

matrix of type length(x) x length(y)

Description

covar(x,y,fre) computes the covariance of two variables x and y. fre is a matrix of dimensions length(x) x length(y). In fre the element of indices (i,j) corresponds to the value or number or frequencies of x_i&y_j.

References

Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.

Examples

x=[10 20 30 40]
y=[10 20 30 40]
fre=[.20 .04 .01  0;
     .10 .36 .09  0;
       0 .05 .10  0;
       0   0   0 .05]
s=covar(x,y,fre)
Report an issue
<< cov Multivariate Correl Regress PCA pca >>

Copyright (c) 2022-2024 (Dassault Systèmes)
Copyright (c) 2017-2022 (ESI Group)
Copyright (c) 2011-2017 (Scilab Enterprises)
Copyright (c) 1989-2012 (INRIA)
Copyright (c) 1989-2007 (ENPC)
with contributors
Last updated:
Mon Jun 17 17:55:06 CEST 2024