covm()

Read(2551) Label: covariance, matrix,

Description:

Calculate the covariance matrix for a matrix.

Syntax:

covm(A)

Note:

The external library function (See External Library Guide) computes covariance matrix for matrix A.

Parameter:

A

Matrix

Return value:

Sequence

Example:

 

A

 

1

[[1,2,3],[3,1,1]]

 

2

=covm(A1)