Re: cov(x,y) = matrix or number?

[Ismael Núñez-Riboni]

On 03/12/2012 01:40 PM, Jordi Gutiérrez Hermoso wrote:
> On 12 March 2012 02:25, Muhali<address@hidden>  wrote:
> > > octave-3.6.1:8>  X = [1 2; 1 3; 2 5] ;
> > > octave-3.6.1:9>  cov(X)
> > > ans =
> > >
> > >      0.33333   0.83333
> > >      0.83333   2.33333
> >
> > I know that. The question was about Matlab compatibility.
>
> Yes, it should do whatver Matlab does. Please submit a patch.


I also realized before the absence of the auto-covariance values with 
Octave's cov function.

My patched function is attached and it yields:

octave:190> cov2(X)
ans =

   0.33333   0.83333
   0.83333   2.33333

octave:191> cov2(X(:,1), X(:,2))
ans =

   0.33333   0.83333
   0.83333   2.33333


I did a very simple patch, probably this can be done better, but I hope 
it helps...

Cheers, Ismael.

cov2.m
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