covmatrix.m

to find stastical moments

%computes the covariance matrix of a vector population
function [C,m]=covmatrix(X)
[K,n]=size(X);
X=double(X);
if n == 1
   C=0;
   m=X;
else
   m=sum(X,1)/K;
   X=X-m(ones(K,1),:);
   C=(X'*X)/(K-1);
   m=m';
end