function [eigkvot,eigenval]=eigen(Y)
% [eigkvot,eigenval]=eigen(Y)
% Calculates the eigenvalues for the estimated covariance matrix of Y
% and the largest eigenvalue as a fraction of the sum of the eigen-values.
% Y should contain one line for each observation-vector.
% OUTDATA:
% eigkvot=largest eigenvalue/sum of eigenvalues
% eigenval=a (column) vector containing the eigenvalues
	C=cov(Y);
	[V D]=eig(C);
	eigenval=diag(D);
	m=max(eigenval);
	eigkvot=m/sum(eigenval);