Thread Subject: Finding Covariance and Mean for a given sample set

Hello,

I wanted to know if there is a function in matlab that i can use to find out the mean and covariance matrix of a given distribution samples..

Assuming normal distribution , i used [mean,variance] = normalfit() function, but, this returns only the variance and not a matrix ( covariances).

For example, my sample set is

x1 x2 x3

1 1.1 1.0

-1 -0.5 2.0


and so on,

what i need is a way to input this matrix containing x1,x2 and x3 as columns and return the mean and covariances between them.



Kindly help..


thanks

Kishore wrote:
...
> I wanted to know if there is a function in matlab that i can use to
> find out the mean and covariance matrix of a given distribution
> samples..
...

 >> lookfor average
MEAN Average or mean value.
 >> lookfor covariance
LSCOV Least squares with known covariance.
COV Covariance matrix.
...

--

Thanks a lot !



dpb <none@non.net> wrote in message <h7n5ai$3l9$2@news.eternal-september.org>...
> Kishore wrote:
> ...
> > I wanted to know if there is a function in matlab that i can use to
> > find out the mean and covariance matrix of a given distribution
> > samples..
> ...
>
> >> lookfor average
> MEAN Average or mean value.
> >> lookfor covariance
> LSCOV Least squares with known covariance.
> COV Covariance matrix.
> ...
>
> --