% COVARY - For vectors, covary(X) returns the variance of X.
% For matrices, covary(X)is a row vector containing the
% variance of each column of X.
%
% Notes:
% covary(X) normalizes by N-1 where N is the sequence length.
% This makes covary(X) the best unbiased estimate of the
% covariance if X are from a normal distribution.
% Does not require the Matlab Signal Processing Toolbox
%
% Author: Scott Makeig, SCCN/INC/UCSD, La Jolla, 2000
% Copyright (C) 2000 Scott Makeig, SCCN/INC/UCSD, scott@sccn.ucsd.edu
%
% This file is part of EEGLAB, see http://www.eeglab.org
% for the documentation and details.
%
% Redistribution and use in source and binary forms, with or without
% modification, are permitted provided that the following conditions are met:
%
% 1. Redistributions of source code must retain the above copyright notice,
% this list of conditions and the following disclaimer.
%
% 2. Redistributions in binary form must reproduce the above copyright notice,
% this list of conditions and the following disclaimer in the documentation
% and/or other materials provided with the distribution.
%
% THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
% AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
% IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
% ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
% LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
% CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
% SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
% INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
% CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
% ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF
% THE POSSIBILITY OF SUCH DAMAGE.
% 01-25-02 reformated help & license -ad
function covout = covary(data)
data = data - mean(mean(data));
if size(data,1) == 1
data = data'; % make column vector
end
covout = sum(data.*data)/(size(data,1)-1);