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

[R. Michael Weylandt]

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.

Michael

> 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.

>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.