Generates a covariance.

Syntax

C = Cov(Data)

Argument

Name

Description

Data

Scalar, Vector, or Matrix of data.

Outputs

Name

Description

C

For scalars and vectors, it is the variance.  For matrix, it is the covariance matrix assuming each column is a variable and each row is an observation.

Example

For a given dataset (stored in data), find the variance:

Syntax

c = Cov(data)

Result

If data is a scalar or vector, c is the variance.  If data is a matrix, c is the covariance matrix.

See Also:

GeoMean

StdDev

Descriptive Statistics