Command Reference : Matrix Language Reference
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.
matrix x = @mnrnd(300, 5)
sym cov = @covp(@inner(x))
computes the non d.f. corrected covariance matrix of the randomly generated X.
See also @covs and @cor.