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varc: combination of variance 1.0

  Date Added: August 08, 2013  |  Visits: 207

varc: combination of variance

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Computes the variance of a linear sum of variables. Requires a vector of weights (for the linear sum), and a covariance matrix of the variables.

Requirements: No special requirements
Platforms: Matlab
Keyword: Computes Covariance Linear Matrix Requires Variables Variance Vector Weights
Users rating: 0/10

License: Shareware Size: 10 KB
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