Covariance: Set value...

Input Covariance matrix cell values.

Constraints on input values

A covariance matrix is a symmetric matrix: values input at cell [i,j] will be automatically input at cell [j,i] too.
All values on the diagonal should be positive numbers.
The absolute value of an off-diagonal element at cell [i,j] should be smaller than the corresponding diagonal elements at cells [i,i] and [j,j].

© djmw, November 24, 2010