Covariance Matrix

Excel

x	y	mean(x)	mean(y)	XA:x-mean(x)	YA:y-mean(y)	XA*YA	sum(XA*YA)	COV:sum(XA*YA)/(COUNT-1)
4	2	4.1	2.08	-0.1	-0.08	0.008	0.03	0.0075
4.2	2.1			0.1	0.02	0.002
3.9	2			-0.2	-0.08	0.016
4.3	2.1			0.2	0.02	0.004
4.1	2.2			0	0.12	0

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% MATLAB

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x=[4 2
4.2 2.1
3.9    2
4.3    2.1
4.1    2.2];

avgx=mean(x);

[RN,CN]=size(x);
mycov=nan(CN,CN);

for t=1:CN
    for k=t:CN
%         val=0.0;
        tmp=(x(:,t)-avgx(t)).*(x(:,k)-avgx(k));
        val=sum(tmp)/(RN-1);
        mycov(t,k)=val;
        
        if(t~=k)
            mycov(k,t)=val;
        end;
    end;
end;

mycov
xcov=cov(x)
mycov==xcov