varc: combination of variance

Version 1.0.0.0 (724 Bytes) by David Lamper
Computes the variance of a linear sum of variables
2.0
(1)
731 Downloads
Updated 2 Mar 2007

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Computes the variance of a linear sum of variables. Requires a vector of weights (for the linear sum), and a covariance matrix of the variables.

Cite As

David Lamper (2024). varc: combination of variance (https://www.mathworks.com/matlabcentral/fileexchange/14127-varc-combination-of-variance), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14SP3
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0