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comparison scripts/statistics/base/cov.m @ 3426:f8dde1807dee

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[project @ 2000-01-13 08:40:00 by jwe]
author jwe
date Thu, 13 Jan 2000 08:40:53 +0000
parents 0748b03c3510
children 434790acb067
comparison
equal deleted inserted replaced
3425:8625164a0a39 3426:f8dde1807dee
1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik 1 ## Copyright (C) 1995, 1996, 1997 Kurt Hornik
2 ## 2 ##
3 ## This program is free software; you can redistribute it and/or modify 3 ## This program is free software; you can redistribute it and/or modify
4 ## it under the terms of the GNU General Public License as published by 4 ## it under the terms of the GNU General Public License as published by
5 ## the Free Software Foundation; either version 2, or (at your option) 5 ## the Free Software Foundation; either version 2, or (at your option)
6 ## any later version. 6 ## any later version.
7 ## 7 ##
8 ## This program is distributed in the hope that it will be useful, but 8 ## This program is distributed in the hope that it will be useful, but
9 ## WITHOUT ANY WARRANTY; without even the implied warranty of 9 ## WITHOUT ANY WARRANTY; without even the implied warranty of
10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU 10 ## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
11 ## General Public License for more details. 11 ## General Public License for more details.
12 ## 12 ##
13 ## You should have received a copy of the GNU General Public License 13 ## You should have received a copy of the GNU General Public License
14 ## along with this file. If not, write to the Free Software Foundation, 14 ## along with this file. If not, write to the Free Software Foundation,
15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA. 15 ## 59 Temple Place - Suite 330, Boston, MA 02111-1307, USA.
16 16
17 ## -*- texinfo -*- 17 ## -*- texinfo -*-
40 if (nargin == 2) 40 if (nargin == 2)
41 if (rows (y) == 1) 41 if (rows (y) == 1)
42 y = y'; 42 y = y';
43 endif 43 endif
44 if (rows (y) != n) 44 if (rows (y) != n)
45 error ("cov: x and y must have the same number of observations."); 45 error ("cov: x and y must have the same number of observations.");
46 endif 46 endif
47 x = x - ones (n, 1) * sum (x) / n; 47 x = x - ones (n, 1) * sum (x) / n;
48 y = y - ones (n, 1) * sum (y) / n; 48 y = y - ones (n, 1) * sum (y) / n;
49 c = conj (x' * y / (n - 1)); 49 c = conj (x' * y / (n - 1));
50 elseif (nargin == 1) 50 elseif (nargin == 1)