Thanks for the great toolbox! I have a question: I have a set of directional stochastic variables that are mutually correlated. I have used circ_corrcc to construct a correlation matrix for these variables, but I’m also interested in their covariance matrix. There does not appear to be a function for this in the current toolbox.
Not having any previous experience with circular statistics, I’m wondering if it makes sense to construct a covariance matrix by de-normalizing the correlation matrix, multiplying each element by the two corresponding circular standard deviations? Perhaps a covariance matrix could be a useful addition to the toolbox.