Template Function mrpt::math::cov

• Defined in File ops_matrices.h

Function Documentation

template<class MATRIX>
CMatrixDouble mrpt::math::cov(const MATRIX &v)

Computes the covariance matrix from a list of samples in an NxM matrix, where each row is a sample, so the covariance is MxM.

See also

math::mean,math::stddev, math::cov

Parameters:

• v – The set of data, as a NxM matrix.

• out_cov – The output MxM matrix for the estimated covariance matrix.