COV-1D Compute 1-dimensional covariance in Matlab
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COV-1D Tags

Compute calculate Matlab library MATLAB toolbox three dimensional dimensional surface Matlab component matlab 2-Dimensional chessboard matlab syntax MATLAB environment Matlab Algorithm Matlab Addon Matlab Filter Matlab add-in 1-dimensional covariance Compute covariance covariance MatLab nx solver matlab triangulated models Matlab File Converter Convert Matlab File dimensional Matlab plugin compute solution four-dimensional D-dimensional image Matlab class compute layout compute capacitance compute mY estimators Matlab script two-dimensional matlab documentation 3-dimensional matlab 6.5 matlab 7.0

COV-1D Description

A handy Matlab Add-in that allows you to calculate 1-dimanesional covariance. Copy cov_1d.c in matlab current directory mex compile this file: mex cov_1d.c To call this function: cov_1d(a) returns the variance of the vector elements normalizes by (N-1) where N is the number of observations cov_1d(a,0) returns the variance of the vector elements normalizes by (N-1) where N is the number of observations cov_1d(a,1) returns the variance of the vector elements normalizes by (N) where N is the number of observations cov_1d(a,b) a and b are monodimensional vectors with the same size N. It returns E where aa=E and ba=E E is the mathematical expectation normalizes by (N-1) where N is the number of observations cov_1d(a,b,0) a and b are monodimensional vectors with the same size N. It returns E where aa=E and ba=E E is the mathematical expectation normalizes by (N-1) where N is the number of observations cov_1d(a,b,1) a and b are monodimensional vectors with the same size N. It returns E where aa=E and ba=E E is the mathematical expectationnormalizes by (N) where N is the number of observations NOTE: a and b must be REAL vectors (i.e. monodimensional) From these relationships it follows that: cov_1d(a,a)=cov_1d(a)=cov_1d(a,a,0) cov_1d(a,a,1)=cov_1d(a,1) sqrt(std(a)) is the standard deviation of vector a (normalized to N-1) sqrt(std(a,1)) is the standard deviation of vector a (normalizaed to N) cov_1d is faster than matlab cov function and can be also used to compute std of 1-dimensional vector.

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