[R] Estimate Covariance Matrix of two vectors

Liaw, Andy andy_liaw at merck.com
Mon Feb 9 15:00:15 CET 2004

cov(mat1, mat2) will give you the covariances in a p1 by p2 matrix, assuming
mat1 has p1 columns and mat2 has p2 columns.


> From: Claus Gwiggner
> Hi,
> I have m observations of a vector (p1,...,pp) of random variables and 
> another m of a second vector (v1,...,vp) of same length.
> How can I get an estimation of the covariance matrix for all pairs 
> of variables (pi,vj) ?
> Thanks.

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