decovm

PURPOSE

decompose extended covariance matrix into mean (mu),

SYNOPSIS

function [mu,sd,COV,xc,M,R2]=decovm(XCN,NN)

DESCRIPTION

 decompose extended covariance matrix into mean (mu), 
 standard deviation, the (pure) Covariance (COV), 
 correlation (xc) matrix and the correlation coefficients R2.
 NaN's are condsidered as missing values. 
 [mu,sd,COV,xc,N,R2]=decovm(ECM[,NN])

 ECM     is the extended covariance matrix
 NN    is the number of elements, each estimate (in ECM) is based on 

 see also: MDBC, ECOVM, R2

CROSS-REFERENCE INFORMATION

This function calls:

ecovm ECOVM produces an extended Covariance matrix,

This function is called by:

fc0 FC finds a classifier for asnychroneous data
findclassifier1 FINDCLASSIFIER1
findclassifier2 FINDCLASSIFIER2
test_sc TEST_SC: apply statistical and SVM classifier to test data
train_sc Train a (statistical) classifier