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I am trying to compute the covariance between two vectors in matlab:
x = [1:10]
y = [21:30]
cov(x,y)
This returns the matrix of covariance and variance. I just want 1 number: the covariance between the two vectors. How does one get this in matlab?
204
The steps to find the covariance matrix for a sample are as follows: Find the sample variance for all datasets using the formula ∑n1(xi−¯¯¯x)2n−1 ∑ 1 n ( x i − x ¯ ) 2 n − 1 . Find the sample covariance between all pairs of datasets given by ∑n1(xi−¯¯¯x)(yi−¯¯¯y)n−1 ∑ 1 n ( x i − x ¯ ) ( y i − y ¯ ) n − 1 .
Covariance Matrix is a measure of how much two random variables gets change together. It is actually used for computing the covariance in between every column of data matrix. The Covariance Matrix is also known as dispersion matrix and variance-covariance matrix.
The formula for the coefficient of variation is: Coefficient of Variation = (Standard Deviation / Mean) * 100. In symbols: CV = (SD/x̄) * 100.
If you only have two one-dimensional vectors, the number you're looking for is the (1,2) element of the output of cov. By definition, the covariance matrix contains variances on its diagonal and covariance values on off-diagonal values.
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