29 lines
470 B
Matlab
29 lines
470 B
Matlab
% covariance in 2D:
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x = 2.0*randn(1000, 1);
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y = 0.5*x + 0.2*randn(1000, 1);
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scatter(x, y)
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var(x)
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var(y)
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cov( [x, y] )
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pause(1.0)
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% covariance of independent coordinates in 2D:
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x = 2.0*randn(1000, 1);
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y = 0.5*randn(1000, 1);
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scatter(x, y)
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var(x)
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var(y)
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cov( [x, y] )
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pause(1.0)
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% covariance in 3D:
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x = 2.0*randn(1000, 1);
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y = -0.5*x + 0.2*randn(1000, 1);
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z = 2.0*x + 0.6*y + 2.0*randn(1000, 1);
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scatter3(x, y, z, 'filled')
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var(x)
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var(y)
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var(z)
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cov( [x, y, z] )
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pause()
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