Command Reference : Matrix Language Reference
Pearson product moment correlation.
Syntax: @cor(x)
x: matrix
Return: sym
Compute the correlation between columns of a matrix.
is the column vector corresponding to the i-th row of the matrix, are the corresponding means, and is the number of rows of the matrix.
matrix x = @mnrnd(300, 5)
sym cov = @cov(@inner(x))
computes the non d.f. corrected covariance matrix of the randomly generated X.
See also @cov and @covs.