covar(vx, vy)—Returns the covariance of vectors vx and vy.
vx and vy are real- or complex-valued vectors or matrices of at least two elements.
Additional Information
Covariance is useful for finding correlations on signals that have a bias.
Correlation is like convolution, but without reversing the signal before sliding and summing.
The function makes use of the FFT algorithm and zero-padding.
The length of the returned results is [length(vx) + length(vy)] - 1.
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