g02bxf

Purpose

Synopsis

[xbar,std,v,r,ifail] = g02bxf(x<,wt,weight,ifail>)

Description

 
 G02BXF uses a one-pass algorithm to compute the (optionally 
 weighted) means and sums of squares and cross-products of 
 deviations about the means. The variance-covariance matrix, 
 the standard deviations and the Pearson product-moment 
 correlation matrix are then computed from these basic 
 results.
 

Parameters

g02bxf

Required Input Arguments:

x (:,:)                               real

Optional Input Arguments:                       <Default>

wt (:)                                real     zeros(size(x,1),1)
weight (1)                            string   g02bxf01(wt)
ifail                                 integer  -1

Output Arguments:

xbar (:)                              real
std (:)                               real
v (:,:)                               real
r (:,:)                               real
ifail                                 integer