Hey, would be great if someone could just quickly check my calculations on this covariance matrix? Got a lot depending on this part being right....
So if I have A=[x,y] = [1,4;2,6;5,9;1,5]
where x,y are 2d x/y coordinates that can be plotted.
Cov(x,y) = E[(x-E[x])*(y-E[y])] right?
Giving.... Cov(x,y) = [3.5833,4.0000;4.0000,4.6667]
Thanks, will rep!
Turn on thread page Beta
Covariance check watch
- Thread Starter
- 09-04-2011 18:36