Name
covar — covariance of two variables
Calling Sequence
s=covar(x,y,fre)
Parameters
- x
real or complex vector
- y
real or complex vector
- fre
matrix of type length(x) x length(y)
Description
covar(x,y,fre)
computes the covariance of two variables x and y.
fre is a matrix of dimensions length(x) x length(y). In fre the element
of indices (i,j) corresponds to the value or number or frequences of
x_i&y_j.
References
Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.
Examples
x=[10 20 30 40]
y=[10 20 30 40]
fre=[.20 .04 .01 0;
.10 .36 .09 0;
0 .05 .10 0;
0 0 0 .05]
s=covar(x,y,fre)