# R code to matlab, or simply generating a zero mean gaussian and finding the covariance matrix

์กฐํ ์: 20(์ต๊ทผ 30์ผ)
I have the following code in R that finds the covariance matrix for the (bivariate) random vector [Generate 5,000 samples of a zero-mean Gaussian rv ๐ฅ โผ ๐(0,1)Then, generate the second rv ๐ฆ by the equation ๐ฆ = 0.5๐ฅ + ๐ฃ where ๐ฃ โผ ๐(0,0.3).] I would like to do same in Matlab, How?
x=norm(5000,0,1)
y=norm(5000,0,0.3)
y=0.5*x+v
cov=mean(x*y)-(mean(x)*mean(y))
cov
s=cov*(sqrt(var(x)))*(sqrt(var(y)))
c=matrix(c(var(x),s,s,var(y)),nrow=2)
c
##### ๋๊ธ ์: 0ํ์์จ๊ธฐ๊ธฐ ์ด์  ๋๊ธ ์: -1

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### ์ฑํ๋ ๋ต๋ณ

Jeff Miller 24 Feb 2021
x=normrnd(0,1,5000,1);
v=normrnd(0,0.3,5000,1);
y=0.5*x+v;
cov=mean(x.*y)-(mean(x)*mean(y));
cov
s=cov*(sqrt(var(x)))*(sqrt(var(y)))
c= [var(x) s; s var(y)];
c
##### ๋๊ธ ์: 1ํ์์จ๊ธฐ๊ธฐ ์์
Samah Salha 26 Feb 2021
Thanks!

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