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[Help-gsl] Calculating covariance matrix

From: tim
Subject: [Help-gsl] Calculating covariance matrix
Date: Wed, 10 Mar 2004 13:46:27 +0000 (GMT)


I am trying to calculate the covariance matrix of a matrix - as in the 
matlab cov(x) function. I have only been able to find covariance stats for 
vectors in GSL. Can anyone point me to the appropriate function or perhaps 
provide me with a small code sample showing how a covariance matrix is 
calculated from a gsl_matrix?

Many thanks,

Tim Sutton

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