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Covariance
  Computes the covariance matrix (template; get data through copy-paste.
2024.Jul.03 19:26:51
Header, transpose   Data have header ? Need transposing ? •
Data Data (with spaces or tabs). For missing data, insert -1.E+99 (i.e., ≤ this value)

Decimal mark (here): either ',' or '.' .   •
Cov. or corr.   Covariance or correlation. •
Show values ? Shows the graph coordinates.

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.

References: Plate: Covariance

• Mean vector and covariance matrix (NIST Sematech 'Engineering Statistics Handbook')

• Ponce, V. M., "Vlab" (OnlineCalc), San Diego State University, San Diego (CA), USA.

• Wikipedia: Covariance matrix

• Covariance and correlation (at The Univ. of Alabama in Huntsville).

• 1717-11-17: D'Alembert, Jean Le Rond (1783-10-29).

 
 
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Created: 2016-11-17 — Last modified: 2016-11-18