comp.lang.idl-pvwave archive: archive

Home » Public Forums » archive » Covariance Matrix

Show: Today's Messages :: Show Polls :: Message Navigator
E-mail to friend

Re: Covariance Matrix [message #86854 is a reply to message #86847]

Sun, 08 December 2013 11:57

amin farhang
Messages: 39
Registered: November 2010

Member

Dear Matthew,

You are right, with one vector we couldn't have a covariance matrix, but there is a solution for this problem.
For computing the covariance matrix of a vector first we should generate N-1 realization vectors then with consider all generated vectors and our own vector construct a NxN matrix, now very simply we could compute a NxN covariance matrix with CORRELATE function.

Thank you for your kindly answers.

Cheers,

Report message to a moderator

[Message index]

		Covariance Matrix By: amin farhang on Sat, 07 December 2013 04:11
		Re: Covariance Matrix By: David Fanning on Sat, 07 December 2013 05:31
		Re: Covariance Matrix By: amin farhang on Sat, 07 December 2013 06:37
		Re: Covariance Matrix By: Matthew Argall on Sat, 07 December 2013 07:28
		Re: Covariance Matrix By: amin farhang on Sat, 07 December 2013 09:25
		Re: Covariance Matrix By: Matthew Argall on Sat, 07 December 2013 09:38
		Re: Covariance Matrix By: Matthew Argall on Sat, 07 December 2013 09:46
		Re: Covariance Matrix By: amin farhang on Sun, 08 December 2013 11:57
		Re: Covariance Matrix By: haval.js on Tue, 04 March 2014 05:44
		Re: Covariance Matrix By: Matthew Argall on Tue, 04 March 2014 06:22
		Re: Covariance Matrix By: haval.js on Wed, 05 March 2014 02:37
		Re: Covariance Matrix By: haval.js on Wed, 05 March 2014 02:38
		Re: Covariance Matrix By: haval.js on Wed, 05 March 2014 02:43
		Re: Covariance Matrix By: Matthew Argall on Wed, 05 March 2014 05:14
		Re: Covariance Matrix By: haval.js on Mon, 10 March 2014 03:11
		Re: Covariance Matrix By: haval.js on Wed, 05 March 2014 02:39
		Re: Covariance Matrix By: andrei.makeev on Mon, 28 September 2015 11:26

Previous Topic:	Array -Time
Next Topic:	Zooming in function graphics

-=] Back to Top [=-

[ Syndicate this forum (XML) ] [

] [

]

Current Time: Wed Oct 08 13:58:14 PDT 2025

Total time taken to generate the page: 0.00207 seconds