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ecovm

PURPOSE ^

ECOVM produces an extended Covariance matrix,

SYNOPSIS ^

function [XCN,NN,mu,sd,COV,corrcoef,M,R2] = ecovm(X,Y);

DESCRIPTION ^

 ECOVM produces an extended Covariance matrix, 
 function [ECM] = ecovm(X);
 ECM= [1 X]'*[1 X]; % l is a matching column of 1's
 ECM is additive, i.e. it can be applied to subsequent blocks and summed up afterwards

 function [ECM] = ecovm(X,Y);
 ECM= [1 X]'*[1 Y]; % l is a matching column of 1's

 if   [ECM_1,NN1] = ecovm(s_1);
 and  [ECM_n,NN2] = ecovm(s_n);
 with [ECM,NN]   = ecovm([s_1+...+s_n]);
 then ECM_1 + ... + ECM_n == ECM
 and  NN1 + ... + NNn == NN

 see also: DECOVM.M, R2.M

CROSS-REFERENCE INFORMATION ^

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