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From: | Srimal Jayawardena |
Subject: | [Help-gsl] Find variance - covariance matrix of a matrix |
Date: | Tue, 9 Mar 2010 16:56:41 +1100 |
Hi Is there a simple function/method for me to obtain the variance - covariance matrix of a given matrix. I'm looking for the equivalent of 'cov' in MATLAB ex: if I = 1 0 0 0 1 0 0 0 1 should give. cov(I) 0.3333 -0.1667 -0.1667 -0.1667 0.3333 -0.1667 -0.1667 -0.1667 0.3333 How do I do the same cov() using gsl c functions? Thanks in advance Srimal.
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