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1 function [CovMatrix, obs, varfields] = CovMat(filename,row_cols)
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2 %[CovMatrix, obs, varfields] = CovMat(filename,row_cols)
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3 %% generates a Covariance Matrix from a file of data consisting of N columns of M data rows
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4 %% filename string name (with path and extension) of file to open
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5 %% row_cols Number_of_converstions_per_row (turns into [3 inf])
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6 %% Return
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7 %% CovMatrix Covariance matrix
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8 %% obs Number of observations read in
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9 %% varfields Labels of the variables see filename structure below
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10 %%
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11 %% Filename structure:
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12 %% Comma separated, starting with the variable labels, then the data in rows.
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13 %% filename test.txt consists of:
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14 %%
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15 %% Earthquake,Burglar,Radio,Alarm,Call
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16 %% 1,2,3,4,5
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17 %% 11,22,33,44,55
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18 %% . . .
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19 %%
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20 %% Example call:
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21 %% [cvmat numdat lables] = CovMat('test.txt',5);
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22 %%
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23 %% Returns Covariance matrix, number of date rows and variable field names
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24 %% Gary R. Bradski 7/2002
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25
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26 fmtstr = '%f';
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27 for i = 2:row_cols
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28 fmtstr = strcat(fmtstr,',%f');
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29 end
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30
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31 %% load data
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32 fidCov = fopen(filename,'r');
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33
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34 varfields = fgetl(fidCov);
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35 Corx = fscanf(fidCov,fmtstr,[row_cols inf]);
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36 Corx= Corx';
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37 [obs bla] = size(Corx);
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38 CovMatrix = cov(Corx);
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39 fclose(fidCov); |
