matthiasm@8: function [CovMatrix, obs, varfields] = CovMat(filename,row_cols)
matthiasm@8: %[CovMatrix, obs, varfields] = CovMat(filename,row_cols)
matthiasm@8: %% generates a Covariance Matrix from a file of data consisting of N columns of M data rows
matthiasm@8: %%      filename        string name (with path and extension) of file to open
matthiasm@8: %%      row_cols        Number_of_converstions_per_row  (turns into  [3 inf])
matthiasm@8: %% Return
matthiasm@8: %%      CovMatrix       Covariance matrix
matthiasm@8: %%      obs             Number of observations read in
matthiasm@8: %%      varfields       Labels of the variables see filename structure below
matthiasm@8: %%
matthiasm@8: %%  Filename structure: 
matthiasm@8: %%      Comma separated, starting with the variable labels, then the data in rows.
matthiasm@8: %%    filename test.txt consists of:
matthiasm@8: %%
matthiasm@8: %%      Earthquake,Burglar,Radio,Alarm,Call
matthiasm@8: %%      1,2,3,4,5
matthiasm@8: %%      11,22,33,44,55
matthiasm@8: %%      . . .
matthiasm@8: %%
matthiasm@8: %% Example call: 
matthiasm@8: %%  [cvmat numdat lables] = CovMat('test.txt',5);
matthiasm@8: %%
matthiasm@8: %%      Returns Covariance matrix, number of date rows and variable field names
matthiasm@8: %% Gary R. Bradski   7/2002
matthiasm@8: 
matthiasm@8: fmtstr = '%f';
matthiasm@8: for i = 2:row_cols
matthiasm@8:     fmtstr = strcat(fmtstr,',%f');
matthiasm@8: end
matthiasm@8: 
matthiasm@8: %% load data
matthiasm@8: fidCov = fopen(filename,'r');
matthiasm@8: 
matthiasm@8: varfields = fgetl(fidCov);
matthiasm@8: Corx = fscanf(fidCov,fmtstr,[row_cols inf]);
matthiasm@8: Corx= Corx';
matthiasm@8: [obs bla] = size(Corx);
matthiasm@8: CovMatrix = cov(Corx); 
matthiasm@8: fclose(fidCov);