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Detailed explanation of MATLAB cov function
2022-07-05 11:00:00 【weixin_ forty-two million six hundred and seventy-three thousan】
matlab Simply say the following There is no detailed calculation process
First of all, it's good to refer to a blog
Let me give an example to verify the specific process
Here is the input data Above is the result
A The first column of the matrix is 1,2 The second column is 3,5
Then the average value of the first column is 1.5, The average value of the second column is 4
cov(x1,x1)=(1-1.5) ^ 2+(2-1.5) ^2 / 1= 1
cov(x1,x2)=(1-1.5)(3-4)+(2-1.5)(5-4) / 1 = 1
Similarly, you can calculate other . Obviously, isn't it
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