CovarianceUtilities.CalculateCovariance(Matrix) Method

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Description

Calculates and returns the covariance of a distribution of n-dimensional states provided as column vectors in the states Matrix.

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CovarianceUtilities.CalculateCovariance(

Matrix states)

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

Type:

Matrix of number

Returns a covariance matrix.

myMatrix1 = CovarianceUtilities.CalculateCovariance(myMatrix2);