covariance matrix

[baptiste Auguié]

Hi,


I was trying to use a Matlab code (SCEM-UA, Monte Carlo  
optimization), and I ended up correcting for all the  
incompatibilities I could understand:

- filenames and function names do not seem to be case sensitive in  
Matlab, whereas Octave would not find a filename with random Upper/ 
lower case

- more concerning is this one: I have two vectors X and Y of same  
length, and using cov(X,Y) returns a scalar (same thing with cov 
(X',Y'))! The program - and myself after reading the documentation,  
expects a covariance matrix. Is that a bug?
I changed this line to cov(X(:),Y(:)), which seems to work, but I  
would like to know whether this is normal?

Many thanks,

baptiste