Covariance Matrix Calculator - SolveMyMath
solvemymath.com › online_math_calculatorCovariance Matrix Calculator. Input the matrix in the text field below in the same format as matrices given in the examples. Click the Calculate! button and find out the covariance matrix of a multivariate sample. The covariance matrix of any sample matrix can be expressed in the following way: where xi is the i 'th row of the sample matrix.
Online calculator: Covariance calculator
planetcalc.com › 8125Covariance calculator. This online calculator computes covariance between two discrete random variables. It also shows the expected value (mean) of each random variable. You can find the formula used for the calculation of covariance below the calculator.