[R] how to calculate a variance and covariance matrix for a vector

R. Michael Weylandt michael.weylandt at gmail.com
Mon Mar 12 16:46:41 CET 2012

On Mon, Mar 12, 2012 at 11:42 AM, huang jialin <huangpsych at gmail.com> wrote:
> Hello,
> I have a vector {a, b1, b2, b3, b4}.

What does this mean? Is this a character vector giving names of
objects that exist elsewhere in the workspace? Else, how do you tell
a/b1/b2 apart in a vector?

You probably want ?cov but applying it is going to depend on the shape
of your data.


> How can I calculate the following
> matrix:
> var(a)  cov(a, b1)  cov(a, b2)  cov(a, b3)  cov(a, b4)
> cov(a, b1) var(b1)  cov(a, b2)  cov(a, b3)  cov(a, b4)
> ...
> ...
> cov(a, b1)  cov(a, b2)  cov(a, b3)  cov(a, b4) var(b4)
> I would very appreciate your inputs. Thank you very much.
> Sincerely,
> Jialin Huang
>        [[alternative HTML version deleted]]

Plain text please.

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