Create simple Covariance...


Create a Covariance matrix with its centroid.
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Covariances

define the covariances. Because a covariance matrix is a symmetric matrix, only the upper triangular part of the matrix has to be input (rowwise). If your covariance matrix is of dimension d, your input needs d(d+1)/2 elements. The first d input elements are the elements of the first row of the covariance matrix, the next d1 input elements are for the second row, then d2 for the third row, etc.

Centroid

defines the centroid.

Number of observations

defines the number of observations.
© djmw, November 25, 2010