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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);
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