What is the significance of calcCovarMatrix()?

asked 2014-07-11 10:14:53 -0500

AbbeFaria gravatar image

What kind of applications would one use calcCovarMatrix() for? I did some research and I mostly understand how Co-variance Matrices work, but couldn't find much information on applications of it or things this type of calculation could be used for.

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Kinda weired question, anyway, here some examples: Whitening, LDA, PCA, higher order statistics, probably many more

Guanta gravatar imageGuanta ( 2014-07-11 15:44:18 -0500 )edit