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Variance of Vector Elements

version (2.72 KB) by Luigi Rosa
A fast covariance.

1 Download

Updated 22 Oct 2003

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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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Cite As

Luigi Rosa (2020). Variance of Vector Elements (, MATLAB Central File Exchange. Retrieved .

Comments and Ratings (1)

Chris Lucas

A very fast implementation, great job.

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

Inspired: Fast Correlation between two vectors