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Questions - covariance-matrix

How to plot a covariance matrix on a 2D plot in MATLAB?

In MATLAB there is a function called cov. If I insert a matrix X into cov like this cov(X), then cov will return a square matrix of covariance. My question is very simple: How can I, with MATLAB, plot...
test-img

euraad

matlab

math

octave

covariance

covariance-matrix

Votes: 0

Answers: 1

Latest Answer

My best guess is that you're trying to add the principal components to the plot. To do that, you could do something like this. %% generate data points S_tru = [2 1; 1 1]; N = 1000; %% compute mean, c...
test-img

Ben Grossmann

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