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