# Documentation of cov5

Global Index (all files) (short | long) | Local Index (files in subdir) (short | long)

## Function Synopsis

`[xy,ccuse,avl] = cov5(x,y)`

## Help text

``` For the 2x2 matrix, only returns a single value...

function [xy,ccuse,avl] = cov5(x,y)

COV2    Jim's "normalise by N" Covariance matrix of time series that include
NaNs.
^^^^^^^^^^^^^^
COV2(X), if X is a vector, returns the variance.  For matrices,
where each row is an observation, and each column a variable,
COV2(X) is the covariance matrix.  DIAG(COV2(X)) is a vector of
variances for each column, and SQRT(DIAG(COV2(X))) is a vector
of standard deviations.   COV2(X,Y) is COV([X Y]).

J. Little 5-5-86
Revised 6-9-88 LS
Copyright (c) 1984-93 by The MathWorks, Inc.

***** REVISED BY JR, 27 Apr 1994 - normalises by n, not n-1
***** REVISED by ID, 5 Oct 1995 - skips NaNs.
XY is the covariance matrix and AVL is a row vector with the percentage of
observations available in each column.
```

## Cross-Reference Information

This function calls This function is called by

## Listing of function cov5

```function [xy,ccuse,avl] = cov5(x,y)

[m,n] = size(x);
if nargin > 1
[my,ny] = size(y);
if m ~= my | n ~= ny
error('X and Y must be the same size.');
end
x = [x(:) y(:)];
elseif min(size(x)) == 1
x = x(:);
end
[m, n] = size(x);
x = x - ones(m,1) * mean2(x);
if m == 1
xy = 0;
else
for i=1:n,
for j=i:n,
use = find(~isnan(x(:,i))&~isnan(x(:,j)));
avl(i,j) = length(use);
avl(j,i) = avl(i,j);
if avl(i,j) <= 1,
xy(i,j) = NaN;
else
xy(i,j) = x(use,i)'*x(use,j)/avl(i,j);
xy(j,i) = xy(i,j);
end
end
end
end

% avl is fraction used to determine covariance
avl = (avl/m)*100;
% ccuse is the values used for the correlation coefficient
if n==2
ccuse=find(~isnan(x(:,1))&~isnan(x(:,2)));
end

[mm,nn]=size(xy);
if mm==2
xy=xy(1,2);
end

```