Hi all, The covariance matrix of 3 vectors x y and z is defined by
cov_matrix(x,y,z) =[var(x) cov(x,y) cov(x,z); cov(x,y) var(y) cov(y,z); cov(x,z) cov(y,z) var(z) ];
but what I obtain for
cov(A) does not match with the above equation where A = [x;y;z];
Why is ti so? How can I correct this mistake?I am using matlab 2011a.
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