Variance of Vector Elements

A fast covariance.

Description

This functions returns the variance of vector elements.

Input must be unidimensional real arrays (double format). The output can be normalized to N or to (N-1), where N is the number of observations (the length of vectors).

This implementation run faster than MATLAB cov function and can be also used to calculate the standard deviation of a 1-dimensional vector.

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• Acknowledgements: This submission has inspired the following:; Fast Correlation between two vectors
• MATLAB release: MATLAB 6.5 (R13)

[Chris Lucas]

A very fast implementation, great job.