Covariance matrix

[devdatta]

Maybe your problem has something in common with this thread:

Can ROOT compute a covariance matrix?

Dear ROOTers, I have 1000 events, and for each event the values of 5 variables in an ntuples. I want to get the covariance matrix by using the distributions of these variables. Is there already a class that does that in ROOT ? Thanks in advance, Xavier

But you need the data points (as ntuples) to work, rather than histos. Perhaps the experts can give a more relevant answer.

Best regards,