[Octave-cvsupdate] SF.net SVN: octave:[9803] trunk/octave-forge/extra/NaN/inst/cov.m

[<sch...@us...>]

Revision: 9803
          http://octave.svn.sourceforge.net/octave/?rev=9803&view=rev
Author:   schloegl
Date:     2012-03-09 20:03:49 +0000 (Fri, 09 Mar 2012)
Log Message:
-----------
explain relationship to corrcoef in help text

Modified Paths:
--------------
    trunk/octave-forge/extra/NaN/inst/cov.m

Property Changed:
----------------
    trunk/octave-forge/extra/NaN/inst/cov.m

Modified: trunk/octave-forge/extra/NaN/inst/cov.m
===================================================================
--- trunk/octave-forge/extra/NaN/inst/cov.m	2012-03-09 16:13:10 UTC (rev 9802)
+++ trunk/octave-forge/extra/NaN/inst/cov.m	2012-03-09 20:03:49 UTC (rev 9803)
@@ -4,6 +4,14 @@
 % NaN's are skipped, NaN do not result in a NaN output. 
 % The output gives NaN only if there are insufficient input data
 % The mean is removed from the data. 
+% 
+% Remark: for data contains missing values, the resulting 
+% matrix might not be positiv definite, and its elements have magnitudes
+% larger than one. This ill-behavior is more likely for small sample 
+% sizes, but there is no garantee that the result "behaves well" for larger
+% sample sizes. If you want the a "well behaved" result (i.e. positive 
+% definiteness and magnitude of elements not larger than 1), use CORRCOEF. 
+% However, COV is faster than CORRCOEF and might be good enough in some cases.
 %
 % C = COV(X [,Mode]);
 %      calculates the (auto-)correlation matrix of X
@@ -26,7 +34,7 @@
 % http://mathworld.wolfram.com/Covariance.html
 
 %	$Id$
-%	Copyright (C) 2000-2003,2005,2009 by Alois Schloegl <alo...@gm...>	
+%	Copyright (C) 2000-2003,2005,2009,2011,2012 by Alois Schloegl <alo...@is...>	
 %       This function is part of the NaN-toolbox 
 %       http://pub.ist.ac.at/~schloegl/matlab/NaN/
 


Property changes on: trunk/octave-forge/extra/NaN/inst/cov.m
___________________________________________________________________
Modified: svn:keywords
   - Id Revision
   + Id

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