A command that creates a Covariance object from every selected TableOfReal object. The covariances are calculated between columns.
The covariance coefficients sij between the elements of columns i and j are defined as:
|sij = Σk (xki - x̄i)(xkj - x̄j)/(numberOfObservations - numberOfConstraints),|
where xki is the element k in column i, x̄i is the mean of column i, numberOfObservations equals the number of rows in the table, and numberOfConstraints equals 1.
The actual calculation goes as follows
© djmw, December 9, 2015