If d is data set and k,l=size(d) cov = d’*d/k-mean(d,1)'*mean(d,1) It is nice formula , But how to compute the cov if any row is weighted by vector w ? Paul

Weighted covariance, how to compute?

programista November 24, 2017, 1:07pm 3

Thx, but i need algebraic formula (to large matrix for this way). Somebody can help ?
Paul

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