howto calculate the covariance matrix?

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Manoj Murali
Manoj Murali il 28 Feb 2012
hi, suppose Yi is a row matrix of size 1 X L with 'i' varrying from 1 to m.That is there are row matrices Y1,Y2,Y3...Ym. now using these matrices I hav to calculate the covariance matrix C as,
m
C=(1/m)sigma(Yi . (Yi)^T)
i=1
where the diemension of C must be L x L.
In the above equation I think 'T' is transpose.
Cud any one help me how to do this..??

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