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Diffstat (limited to 'sourcecodes/bnt-master/BNT/learning/CovMat.m')
| -rw-r--r-- | sourcecodes/bnt-master/BNT/learning/CovMat.m | 39 |
1 files changed, 39 insertions, 0 deletions
diff --git a/sourcecodes/bnt-master/BNT/learning/CovMat.m b/sourcecodes/bnt-master/BNT/learning/CovMat.m new file mode 100644 index 00000000..9b788172 --- /dev/null +++ b/sourcecodes/bnt-master/BNT/learning/CovMat.m @@ -0,0 +1,39 @@ +function [CovMatrix, obs, varfields] = CovMat(filename,row_cols) +%[CovMatrix, obs, varfields] = CovMat(filename,row_cols) +%% generates a Covariance Matrix from a file of data consisting of N columns of M data rows +%% filename string name (with path and extension) of file to open +%% row_cols Number_of_converstions_per_row (turns into [3 inf]) +%% Return +%% CovMatrix Covariance matrix +%% obs Number of observations read in +%% varfields Labels of the variables see filename structure below +%% +%% Filename structure: +%% Comma separated, starting with the variable labels, then the data in rows. +%% filename test.txt consists of: +%% +%% Earthquake,Burglar,Radio,Alarm,Call +%% 1,2,3,4,5 +%% 11,22,33,44,55 +%% . . . +%% +%% Example call: +%% [cvmat numdat lables] = CovMat('test.txt',5); +%% +%% Returns Covariance matrix, number of date rows and variable field names +%% Gary R. Bradski 7/2002 + +fmtstr = '%f'; +for i = 2:row_cols + fmtstr = strcat(fmtstr,',%f'); +end + +%% load data +fidCov = fopen(filename,'r'); + +varfields = fgetl(fidCov); +Corx = fscanf(fidCov,fmtstr,[row_cols inf]); +Corx= Corx'; +[obs bla] = size(Corx); +CovMatrix = cov(Corx); +fclose(fidCov); \ No newline at end of file |
