Covariance matrix

Version 1.0.0.0 (1.25 KB) by Kardi Teknomo
Return covariance matrix for given data matrix X (row = object, column = feature)
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Updated 3 Nov 2010

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Return covariance matrix for given data matrix X (row = object, column = feature)
% @author: Kardi Teknomo
% http://people.revoledu.com/kardi/index.html
See the usage for Mahalanobis distance computation in http://people.revoledu.com/kardi/tutorial/Similarity/MahalanobisDistance.html

Cite As

Kardi Teknomo (2024). Covariance matrix (https://www.mathworks.com/matlabcentral/fileexchange/29256-covariance-matrix), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R14
Compatible with any release
Platform Compatibility
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Version Published Release Notes
1.0.0.0