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updated 2 years ago

Weighted Covariance Matrix by Francesco Pozzi

Calculates a Weighted Covariance Matrix (statistics, correlation, covariance)

weightedcov(Y, w)

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updated 2 years ago

Weighted Correlation Matrix by Francesco Pozzi

Compute coefficients of the Weighted Correlation Matrix, as an alternative to CORRCOEFF (statistics, probability, correlation)

weightedcorrs.m

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