I am not a math major, so I am having a really hard time understanding covariance matrices.
I have 2 arrays. One that goes (Row, Column)
Array 1 is (5, 1) and Array 2 is (1, 5).
Something like this
Array1: [1, 1, 1, 1, 1]
; indicates new line
Array 2: [1; 1; 1; 1; 1]
I want to do Covariance of Array1 and Array2, so
Array3 = Cov(Array1, Array2).
*Would the solution (Array3) be an array of 5 Rows and 5 Columns?
*and what would be the values of each element in the new array be? like for position 3, 4 in Array3 would be?
If someone could help me out that would be great and I would really appreciate it.
Thank you in advance