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Re: Covariance Matrix [message #87936 is a reply to message #86854]

Tue, 04 March 2014 05:44

haval.js
Messages: 6
Registered: March 2014

Junior Member

On Sunday, 8 December 2013 19:57:00 UTC, Amin Farhang wrote:
> 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,

Hi Amin,and other colleagues,

I am trying to find out the covariance matrix for one vector, could you give me some more details about how doing the calculation.

My case is related to calculated the principle eigen vector for 5by5 pixel window, which can be represented by one vector only.

Thanks in advance
Haval

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[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

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