CovarianceUtilities.CalculateMeanAndCovariance(Matrix, Array) Method

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Description

Calculates and returns the covariance of a distribution of states provided as column vectors in the states Matrix. Also, populates the meanState argument with the computed mean state.

Timing Precision Mode

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Method Signature

CovarianceUtilities.CalculateMeanAndCovariance(	Matrix states,
	Array meanState)

Arguments

states
Description:	Collection of states for which the covariance will be computed.

meanState
Description:	The computed mean state associated with the covariance matrix.

Return Value

Type:

Matrix of number

Returns a covariance matrix.

Syntax

myMatrix1 = CovarianceUtilities.CalculateMeanAndCovariance(myMatrix2, myArray1);