cvarpds.m

来自「计量工具箱」· M 代码 · 共 15 行

function covar = cvarpds(y,pds)
% PURPOSE: This function computes a weighted covariance matrix of y, 
% each row affected by the corresponding weight in pds (pds must be >0 but 
% does not need to be normalized)
%--------------------------------------------------------------
% USAGE: covar = cvarpds(y,pds)
% where:   y =  nx1 vector of the variable
%          pds = nx1 vector of the weights
%--------------------------------------------------------------
% OUTPUTS: covar = covariance matrix of y
%--------------------------------------------------------------
% used in sirmap.m
%------------------------------------------------------------------------
% Yves Aragon, June 2003
% Universit