Pearson (population) product moment covariance (population – no d.f. adjustment).

(Same as
@cov.)

Syntax: @covp(x)

x: matrix

Return: sym

Compute the covariance between columns of a matrix, with no d.f. correction.

where 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.

Examples

matrix x = @mnrnd(300, 5)

sym cov = @covp(@inner(x))

computes the non d.f. corrected covariance matrix of the randomly generated X.

Cross-references