Hi Is there a simple function/method for me to obtain the variance - covariance matrix of a given matrix.
I'm looking for the equivalent of 'cov' in MATLAB
ex:
if
I =
1 0 0
0 1 0
0 0 1
should give.
cov(I)
0.3333 -0.1667 -0.1667
-0.1667 0.3333 -0.1667
-0.1667 -0.1667 0.3333
How do I do the same cov() using gsl c functions?
Thanks in advance
Srimal.
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