matlab中两个向量的协方差

Question

I am trying to compute the covariance between two vectors in matlab:

x = [1:10]
y = [21:30]
cov(x,y)

This returns the matrix of covariance and variance. I just want 1 number: the covariance between the two vectors. How does one get this in matlab?

Answer 1

If you only have two one-dimensional vectors, the number you're looking for is the (1,2) element of the output of cov . By definition, the covariance matrix contains variances on its diagonal and covariance values on off-diagonal values.

Answer 2

I guess x in one realization of a random variable, so is y . Then cov(x',y') will give you the covariance matrix, where the diagonal entries are the variance of x and y , and the off diagonal element is the their covariance. Note cov(x',y') is symmetric matrix.