Covariance matrix

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 (2026). 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
Windows macOS Linux
Categories
Find more on Statistics and Machine Learning Toolbox in Help Center and MATLAB Answers
Version Published Release Notes
1.0.0.0