Computes the covariance matrix
and (if required) the correlation matrix for a set of (same size) samples.
This is essentially a template for easy introduction of data, namely,
through copy-paste from source documents, such as an Excel sheet or
a 'pdf' file. (The base data are from the Eng.ing Stat. Handbook,
Sec. 6.5.4.1, and are transposed.).
(Missing data are not allowed in this problem. They
would be given as a value ≤ −1.E+99.)
A graph is drawn showing the average and standard deviation
for each data colummn. |