cov.m

来自「这是盲信号的代码 都已经通过编译了 做这方面的同仁可以参考一下 我觉得蛮惯用的」· M 代码 · 共 20 行

function [c]=cov (x)
% Get the size of the array
sizex=size(x);
% Get the mean of each column
meanx = mean (x, 1);
% For each pair of variables, x1, x2, calculate
% sum ((x1 - meanx1)(x2-meanx2))/(m-1)
for var = 1:sizex(2),
    x1 = x(:,var);
    mx1 = meanx (var);
    for ct = var:sizex (2),
        x2 = x(:,ct);
        mx2 = meanx (ct);
        v = ((x1 - mx1)' * (x2 - mx2))/(sizex(1) - 1);
        cv(var,ct) = v;
        cv(ct,var) = v;
        % do the lower part of c also.
    end,
end,
c=cv;