covar - covariance of two variables

Calling Sequence

s=covar(x,y,fre)

Parameters

• x : real or complex vector
• y : real or complex vector
• fre : matrix of type length(x) x length(y)

Description

covar(x,y,fre) computes the covariance of two variables x and y. fre is a matrix of dimensions length(x) x length(y). In fre the element of indices (i,j) corresponds to the value or number or frequences of x_i&y_j.

REFERENCES

Wonacott, T.H. & Wonacott, R.J.; Introductory Statistics, J.Wiley & Sons, 1990.

Examples

x=[10 20 30 40]
y=[10 20 30 40]
fre=[.20 .04 .01  0;
     .10 .36 .09  0;
       0 .05 .10  0;
       0   0   0 .05]
s=covar(x,y,fre)
 

Author

Carlos Klimann