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 - meani)(xkj - meanj)/(numberOfObservations - numberOfConstraints),|
where xki is the element k in column i, meani 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, January 17, 2002