matlab安装第三方工具箱

协方差工具：

GitHub - alexandrebarachant/covariancetoolbox：matlab 的协方差工具箱，包括黎曼几何 

1.下载工具箱，放到toolbox目录下 

下载的第三方工具箱：

将上述文件按照如下规则放到Matlab安装目录下的toolbox文件夹中：  

2.在matlab中设置路径，安装工具 

3.使用案例

例子：

生成一组协方差矩阵并估计黎曼均值

% generate a wishart set of 10 5x5 covariances matrices with a degree of freedom equal to 11
COV = generate_wishart_set(5,10,11);

% estimate the Riemannian mean of this set.
C = mean_covariances(COV,'riemann')

C =

   14.4625    1.4332   -3.7638   -2.0052   14.2517
    1.4332   11.5863   -2.2292    7.7445    8.8240
   -3.7638   -2.2292   24.4896   -0.3460   -3.9808
   -2.0052    7.7445   -0.3460   12.1740    6.2503
   14.2517    8.8240   -3.9808    6.2503   37.4416

生成一组试验并估计黎曼均值

% generate a set of trials , 5 channels, 100 time sample and 1000 trials
X = randn(5,100,1000);

% covariance matrix of each trial
COV = covariances(X);

% Riemannian mean
C = mean_covariances(COV,'riemann')

C =

    0.9699    0.0012    0.0026    0.0050    0.0040
    0.0012    0.9659   -0.0037    0.0059    0.0001
    0.0026   -0.0037    0.9712   -0.0009   -0.0024
    0.0050    0.0059   -0.0009    0.9687   -0.0034
    0.0040    0.0001   -0.0024   -0.0034    0.9671