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How to obtain covariance for unequal samples in IDL? [message #91894] Wed, 09 September 2015 07:59
atmospheric physics is currently offline  atmospheric physics
Messages: 121
Registered: June 2010
Senior Member
Hello,

I have a point value (say, X) and an N-dimensional array (say, Y). How can I compute the covariance for unequal samples in IDL?

In IDL, Correlate(X,Y,/COVARIANCE) will provide the covariance between X and Y but the dimensions of X and Y should be the same.

Is there a way I can obtain the covariance for unequal samples in IDL?

Thanks in advance,
Madhavan

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