diff toolboxes/FullBNT-1.0.7/bnt/learning/CovMat.m @ 0:e9a9cd732c1e tip

first hg version after svn

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/FullBNT-1.0.7/bnt/learning/CovMat.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,39 @@
+function [CovMatrix, obs, varfields] = CovMat(filename,row_cols)
+%[CovMatrix, obs, varfields] = CovMat(filename,row_cols)
+%% generates a Covariance Matrix from a file of data consisting of N columns of M data rows
+%%      filename        string name (with path and extension) of file to open
+%%      row_cols        Number_of_converstions_per_row  (turns into  [3 inf])
+%% Return
+%%      CovMatrix       Covariance matrix
+%%      obs             Number of observations read in
+%%      varfields       Labels of the variables see filename structure below
+%%
+%%  Filename structure: 
+%%      Comma separated, starting with the variable labels, then the data in rows.
+%%    filename test.txt consists of:
+%%
+%%      Earthquake,Burglar,Radio,Alarm,Call
+%%      1,2,3,4,5
+%%      11,22,33,44,55
+%%      . . .
+%%
+%% Example call: 
+%%  [cvmat numdat lables] = CovMat('test.txt',5);
+%%
+%%      Returns Covariance matrix, number of date rows and variable field names
+%% Gary R. Bradski   7/2002
+
+fmtstr = '%f';
+for i = 2:row_cols
+    fmtstr = strcat(fmtstr,',%f');
+end
+
+%% load data
+fidCov = fopen(filename,'r');
+
+varfields = fgetl(fidCov);
+Corx = fscanf(fidCov,fmtstr,[row_cols inf]);
+Corx= Corx';
+[obs bla] = size(Corx);
+CovMatrix = cov(Corx); 
+fclose(fidCov);
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