| Library: | xplore |
| See also: | cov meanex varex |
| Quantlet: | covex | |
| Description: | an extended form of the cov function - NaN and all values contained in excl are excluded from computation |
| Usage: | covx = covex(x{, excl}) | |
| Input: | ||
| x | d1 x d2 x .. x dn array, n <= 7 | |
| excl | a matrix containing values to be excluded | |
| Output: | ||
| covx | d2 x d2 x d3 x .. dn array | |
library("xplore")
randomize(666)
x = rint(10 * uniform(5, 4))
x[2,1] = NaN
x
excl = 2
covex(x,excl)
Contents of x [1,] 3 9 5 3 [2,] +NAN 4 2 6 [3,] 1 2 7 8 [4,] 9 5 5 1 [5,] 7 1 3 5 Contents of covx [1,] 13.333 -8 -4 -8 [2,] -8 10.917 4 -3.4167 [3,] -4 4 2.6667 2 [4,] -8 -3.4167 2 7.3