// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab // Copyright (C) 2001 - INRIA - Carlos Klimann // // This file must be used under the terms of the CeCILL. // This source file is licensed as described in the file COPYING, which // you should have received as part of this distribution. The terms // are also available at // http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt // function [v]=mvvacov(x) // //This function computes v, the matrix of //variance-covariance of the "tableau" x (x is a numerical //matrix nxp) who gives the values of p variables for n //individuals: the (i,j) coefficient of v is //v(i,j)=E(xi-xibar)(xj-xjbar), where E is the first //moment of a variable, xi is the i-th variable and xibar //the mean of the xi variable. // //References: Saporta, Gilbert, Probabilites, Analyse des //Donnees et Statistique, Editions Technip, Paris, 1990. //Mardia, K.V., Kent, J.T. & Bibby, J.M., Multivariate //Analysis, Academic Press, 1979. // // warnobsolete("cov", "6.0.0"); [lhs,rhs]=argn(0) if rhs<>1 then error(msprintf(gettext("%s: Wrong number of input argument: %d expected.\n"),"mvvacov",1)), end if x==[] then s=%nan, return, end [n p]=size(x); fact=1/n v = fact * ((x'*x) - fact * ( (ones(1,n)*x)' * (ones(1,n)*x))) endfunction